+910.9%
AEIS vs RACE
+647.6%
+263.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.9% | +4.3% | +3.4% |
| 7D | +3.0% | -2.5% | +5.5% | +4.4% |
| 30D | -14.6% | +0.8% | -15.4% | -15.2% |
| 3M | -12.4% | +17.2% | -29.6% | -20.6% |
| 6M | -15.0% | +13.6% | -28.5% | -21.9% |
| YTD | +34.3% | +12.2% | +22.1% | +23.4% |
| 1Y | +87.4% | -16.3% | +103.6% | +99.6% |
| 3Y | +139.8% | +36.4% | +103.3% | +85.6% |
| 5Y | +220.7% | +95.0% | +125.8% | +98.5% |
| 10Y | +531.6% | +813.2% | -281.6% | +133.1% |
| All | +910.9% | +647.6% | +263.3% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling