+88.4%
AA vs RACE
+670.3%
-581.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.3% | -3.0% | -4.1% |
| 7D | -3.7% | +5.7% | -9.3% | -6.4% |
| 30D | -10.8% | +9.3% | -20.1% | -14.9% |
| 3M | -19.1% | +3.8% | -22.9% | -20.8% |
| 6M | -38.7% | +29.8% | -68.5% | -47.1% |
| YTD | -27.1% | +15.6% | -42.8% | -34.0% |
| 1Y | +8.3% | +5.1% | +3.3% | +3.1% |
| 3Y | +49.6% | +30.8% | +18.8% | +16.8% |
| 5Y | -15.5% | +67.4% | -82.9% | -44.2% |
| 10Y | +60.9% | +793.6% | -732.8% | -57.7% |
| All | +88.4% | +670.3% | -581.9% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RACE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling