-69.4%
AAL vs RACE
+670.3%
-739.7%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -2.3% | -2.8% | -3.8% |
| 7D | +1.2% | +5.7% | -4.5% | -1.8% |
| 30D | -0.5% | +9.3% | -9.8% | -5.2% |
| 3M | -22.0% | +3.8% | -25.8% | -23.6% |
| 6M | +4.5% | +29.8% | -25.3% | -9.8% |
| YTD | -15.7% | +15.6% | -31.3% | -22.8% |
| 1Y | -3.7% | +5.1% | -8.7% | -7.2% |
| 3Y | +7.9% | +30.8% | -22.9% | -13.1% |
| 5Y | -40.7% | +67.4% | -108.2% | -59.5% |
| 10Y | -66.3% | +793.6% | -860.0% | -89.7% |
| All | -69.4% | +670.3% | -739.7% | -91.0% |
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