-34.4%
AAL vs RACE
+62.4%
-96.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.5% | -3.1% | -4.1% |
| 7D | +2.9% | -4.0% | +6.9% | +5.6% |
| 30D | +6.5% | +3.5% | +2.9% | +4.5% |
| 3M | -10.9% | -0.4% | -10.4% | -10.6% |
| 6M | +4.9% | +23.2% | -18.3% | -7.6% |
| YTD | -13.2% | +11.0% | -24.2% | -19.1% |
| 1Y | -1.1% | -2.2% | +1.1% | -0.7% |
| 3Y | +12.8% | +22.5% | -9.7% | -12.1% |
| 5Y | -34.4% | +63.2% | -97.6% | -64.2% |
| All | -34.4% | +62.4% | -96.8% | -64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling