+254.9%
AEE vs RACE
+658.2%
-403.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.2% | -3.9% | +4.0% | +0.8% |
| 30D | +9.7% | +6.8% | +2.9% | +8.5% |
| 3M | +5.8% | +1.3% | +4.5% | +5.4% |
| 6M | +4.5% | +26.3% | -21.8% | 0.0% |
| YTD | +15.8% | +13.8% | +2.0% | +12.5% |
| 1Y | +10.8% | -0.5% | +11.2% | +10.0% |
| 3Y | +62.8% | +25.6% | +37.1% | +51.5% |
| 5Y | +56.1% | +67.6% | -11.5% | +35.4% |
| 10Y | +216.4% | +724.7% | -508.2% | +119.1% |
| All | +254.9% | +658.2% | -403.3% | +147.3% |
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 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