+353.2%
AEIS vs RACE
+717.8%
-364.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | +0.2% |
| 7D | +23.2% | -4.0% | +27.2% | +26.2% |
| 30D | -17.0% | +3.5% | -20.6% | -19.0% |
| 3M | -32.2% | -0.4% | -31.7% | -32.5% |
| 6M | -32.6% | +23.2% | -55.7% | -41.9% |
| YTD | +9.4% | +11.0% | -1.6% | -0.3% |
| 1Y | +7.7% | -2.2% | +9.9% | +6.1% |
| 3Y | +157.9% | +22.5% | +135.4% | +104.6% |
| 5Y | +154.8% | +63.2% | +91.6% | +62.2% |
| All | +353.2% | +717.8% | -364.6% | +23.3% |
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 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