+349.8%
AEIS vs RACE
+738.3%
-388.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.3% | +0.7% | +10.6% | +10.9% |
| 7D | +1.0% | +3.9% | -3.0% | -1.4% |
| 30D | -24.0% | +7.4% | -31.5% | -27.4% |
| 3M | -32.5% | +1.6% | -34.1% | -33.6% |
| 6M | -38.6% | +23.3% | -61.9% | -47.1% |
| YTD | +4.8% | +14.7% | -9.8% | -6.2% |
| 1Y | +1.3% | +2.5% | -1.2% | -3.0% |
| 3Y | +159.2% | +28.0% | +131.3% | +100.3% |
| 5Y | +140.8% | +69.8% | +71.0% | +49.6% |
| 10Y | +349.8% | +734.9% | -385.1% | +18.6% |
| All | +349.8% | +738.3% | -388.5% | +18.6% |
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