-67.1%
AAL vs RACE
+740.1%
-807.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.8% |
| 7D | +4.6% | +5.1% | -0.5% | +1.7% |
| 30D | +2.6% | +7.7% | -5.1% | -1.7% |
| 3M | -17.8% | +2.2% | -20.0% | -18.8% |
| 6M | +1.9% | +23.8% | -21.9% | -10.3% |
| YTD | -14.0% | +13.9% | -27.9% | -21.0% |
| 1Y | +0.2% | +3.8% | -3.5% | -3.0% |
| 3Y | +13.0% | +28.0% | -15.0% | -9.4% |
| 5Y | -39.6% | +64.9% | -104.5% | -59.8% |
| All | -67.1% | +740.1% | -807.2% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling