-65.5%
AAL vs RACE
+740.2%
-805.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.1% |
| 7D | +10.1% | +0.2% | +9.8% | +10.0% |
| 30D | +10.6% | +6.6% | +4.0% | +6.7% |
| 3M | -5.9% | +2.2% | -8.1% | -7.1% |
| 6M | +5.7% | +22.4% | -16.7% | -6.3% |
| YTD | -8.0% | +13.8% | -21.7% | -15.4% |
| 1Y | +6.0% | +2.2% | +3.8% | +3.5% |
| 3Y | +19.6% | +25.6% | -6.1% | -3.0% |
| 5Y | -34.6% | +71.0% | -105.6% | -57.3% |
| 10Y | -65.5% | +739.1% | -804.6% | -88.6% |
| All | -65.5% | +740.2% | -805.7% | -88.6% |
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