+210.7%
AEP vs RACE
+647.6%
-436.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.9% | +1.7% | +0.1% |
| 7D | +1.8% | -2.5% | +4.3% | +2.1% |
| 30D | -0.8% | +0.8% | -1.6% | -1.0% |
| 3M | -1.8% | +17.2% | -19.0% | -4.0% |
| 6M | -5.4% | +13.6% | -18.9% | -7.3% |
| YTD | +10.4% | +12.2% | -1.8% | +8.2% |
| 1Y | +18.2% | -16.3% | +34.4% | +20.1% |
| 3Y | +79.0% | +36.4% | +42.5% | +66.6% |
| 5Y | +64.8% | +95.0% | -30.1% | +43.4% |
| 10Y | +170.8% | +813.2% | -642.4% | +99.0% |
| All | +210.7% | +647.6% | -436.9% | +129.1% |
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 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