+231.3%
AEE vs RACE
+647.6%
-416.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.4% |
| 7D | +0.3% | -2.5% | +2.8% | +0.7% |
| 30D | -2.3% | +0.8% | -3.1% | -2.5% |
| 3M | +0.2% | +17.2% | -16.9% | -2.7% |
| 6M | -4.7% | +13.6% | -18.3% | -7.2% |
| YTD | +8.1% | +12.2% | -4.1% | +5.3% |
| 1Y | +8.5% | -16.3% | +24.8% | +10.8% |
| 3Y | +48.9% | +36.4% | +12.4% | +36.2% |
| 5Y | +39.9% | +95.0% | -55.0% | +17.7% |
| 10Y | +186.5% | +813.2% | -626.7% | +97.2% |
| All | +231.3% | +647.6% | -416.4% | +131.5% |
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