+215.8%
AEP vs RACE
+658.9%
-443.1%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | 0.0% |
| 7D | -2.8% | +5.1% | -7.9% | -3.5% |
| 30D | +3.6% | +7.7% | -4.1% | +2.6% |
| 3M | +1.8% | +2.2% | -0.4% | +1.4% |
| 6M | -3.1% | +23.8% | -26.9% | -6.1% |
| YTD | +12.2% | +13.9% | -1.7% | +9.7% |
| 1Y | +9.1% | +3.8% | +5.4% | +8.0% |
| 3Y | +77.9% | +28.0% | +49.9% | +67.4% |
| 5Y | +78.1% | +64.9% | +13.2% | +59.0% |
| 10Y | +187.8% | +780.4% | -592.6% | +111.7% |
| All | +215.8% | +658.9% | -443.1% | +132.3% |
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