+219.9%
AEIS vs RACE
+93.6%
+126.3%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.4% |
| 7D | +3.0% | -2.5% | +5.5% | +4.3% |
| 30D | -14.6% | +0.8% | -15.4% | -15.2% |
| 3M | -12.4% | +17.2% | -29.6% | -20.2% |
| 6M | -15.0% | +13.6% | -28.5% | -21.5% |
| YTD | +34.3% | +12.2% | +22.1% | +24.0% |
| 1Y | +87.4% | -16.3% | +103.6% | +100.5% |
| 3Y | +139.8% | +36.4% | +103.3% | +78.3% |
| All | +219.9% | +93.6% | +126.3% | +80.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling