-68.9%
AAL vs RACE
+647.6%
-716.5%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +2.3% |
| 7D | -3.7% | -2.5% | -1.2% | -2.4% |
| 30D | -20.8% | +0.8% | -21.6% | -21.2% |
| 3M | -1.3% | +17.2% | -18.4% | -9.6% |
| 6M | +5.4% | +13.6% | -8.2% | -2.2% |
| YTD | -14.4% | +12.2% | -26.6% | -20.4% |
| 1Y | +2.1% | -16.3% | +18.4% | +10.1% |
| 3Y | -10.6% | +36.4% | -47.0% | -30.1% |
| 5Y | -32.2% | +95.0% | -127.2% | -57.3% |
| 10Y | -62.7% | +813.2% | -876.0% | -88.6% |
| All | -68.9% | +647.6% | -716.5% | -90.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling