+13.0%
AAL vs RACE
+28.1%
-15.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.6% |
| 7D | +4.6% | +5.1% | -0.5% | +2.3% |
| 30D | +2.6% | +7.7% | -5.1% | -0.7% |
| 3M | -17.8% | +2.2% | -20.0% | -18.6% |
| 6M | +1.9% | +23.8% | -21.9% | -7.2% |
| YTD | -14.0% | +13.9% | -27.9% | -19.3% |
| 1Y | +0.2% | +3.8% | -3.5% | -2.6% |
| 3Y | +13.0% | +28.0% | -15.0% | +2.5% |
| All | +13.0% | +28.1% | -15.1% | +2.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling