-32.0%
ACI vs RACE
+26.1%
-58.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.3% | -3.9% | -1.5% | -5.0% |
| 30D | +5.0% | +6.8% | -1.8% | +4.5% |
| 3M | +7.5% | +1.3% | +6.2% | +7.4% |
| 6M | -16.0% | +26.3% | -42.3% | -17.4% |
| YTD | -20.6% | +13.8% | -34.4% | -21.5% |
| 1Y | -23.5% | -0.5% | -23.1% | -23.5% |
| All | -32.0% | +26.1% | -58.1% | -33.7% |
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 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