+299.5%
AFL vs RACE
+783.2%
-483.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -2.1% | -2.6% | +0.5% | -1.4% |
| 30D | -5.4% | -1.1% | -4.3% | -5.3% |
| 3M | -0.3% | +12.5% | -12.8% | -4.2% |
| 6M | +5.2% | +17.4% | -12.2% | -0.8% |
| YTD | +5.7% | +10.1% | -4.4% | +1.2% |
| 1Y | +10.2% | -15.1% | +25.4% | +13.7% |
| 3Y | +63.4% | +38.9% | +24.5% | +36.1% |
| 5Y | +133.0% | +90.7% | +42.3% | +66.0% |
| 10Y | +299.5% | +801.8% | -502.3% | +85.4% |
| All | +299.5% | +783.2% | -483.6% | +85.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling