-40.8%
AAL vs RACE
+65.0%
-105.8%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.8% |
| 7D | +4.6% | +5.1% | -0.5% | +1.6% |
| 30D | +2.6% | +7.7% | -5.1% | -1.8% |
| 3M | -17.8% | +2.2% | -20.0% | -18.9% |
| 6M | +1.9% | +23.8% | -21.9% | -10.6% |
| YTD | -14.0% | +13.9% | -27.9% | -21.2% |
| 1Y | +0.2% | +3.8% | -3.5% | -3.1% |
| 3Y | +13.0% | +28.0% | -15.0% | -14.6% |
| All | -40.8% | +65.0% | -105.8% | -68.3% |
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