+121.2%
AEIS vs RACE
+28.1%
+93.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.5% | +7.6% | +6.6% |
| 7D | -11.3% | +5.1% | -16.4% | -12.9% |
| 30D | -32.6% | +7.7% | -40.3% | -34.5% |
| 3M | -39.2% | +2.2% | -41.3% | -39.8% |
| 6M | -45.4% | +23.8% | -69.1% | -50.3% |
| YTD | -5.8% | +13.9% | -19.7% | -11.8% |
| 1Y | -10.0% | +3.8% | -13.8% | -12.7% |
| 3Y | +121.2% | +28.0% | +93.1% | +83.7% |
| All | +121.2% | +28.1% | +93.0% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling