+185.7%
AEE vs RACE
+793.3%
-607.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +1.9% | +1.1% |
| 7D | +1.3% | -1.0% | +2.4% | +1.5% |
| 30D | -1.2% | -1.5% | +0.3% | -1.0% |
| 3M | +1.0% | +15.5% | -14.4% | -1.9% |
| 6M | -2.3% | +17.3% | -19.6% | -5.7% |
| YTD | +9.1% | +11.1% | -2.0% | +6.2% |
| 1Y | +10.6% | -14.3% | +24.8% | +12.6% |
| 3Y | +48.5% | +40.2% | +8.3% | +33.1% |
| 5Y | +39.9% | +92.6% | -52.7% | +14.5% |
| 10Y | +185.7% | +786.6% | -600.9% | +60.2% |
| All | +185.7% | +793.3% | -607.6% | +60.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling