+0.2%
AAL vs RACE
+3.3%
-3.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.6% |
| 3M | -17.8% | +2.2% | -20.0% | -18.8% |
| 6M | +1.9% | +23.8% | -21.9% | -9.3% |
| YTD | -14.0% | +13.9% | -27.9% | -20.6% |
| 1Y | +0.2% | +3.8% | -3.5% | -3.4% |
| All | +0.2% | +3.3% | -3.0% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling