+148.0%
AEIS vs RACE
+36.9%
+111.1%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.1% |
| 7D | +3.0% | -2.5% | +5.5% | +4.0% |
| 30D | -14.6% | +0.8% | -15.4% | -15.0% |
| 3M | -12.4% | +17.2% | -29.6% | -18.4% |
| 6M | -15.0% | +13.6% | -28.5% | -20.0% |
| YTD | +34.3% | +12.2% | +22.1% | +26.5% |
| 1Y | +87.4% | -16.3% | +103.6% | +97.4% |
| All | +148.0% | +36.9% | +111.1% | +95.2% |
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