+144.8%
AFL vs RACE
+65.0%
+79.8%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.5% |
| 7D | +0.1% | +5.1% | -4.9% | -0.6% |
| 30D | +10.0% | +7.7% | +2.3% | +8.8% |
| 3M | -1.6% | +2.2% | -3.7% | -2.0% |
| 6M | +10.5% | +23.8% | -13.2% | +6.4% |
| YTD | +14.3% | +13.9% | +0.4% | +11.2% |
| 1Y | +11.4% | +3.8% | +7.6% | +10.1% |
| 3Y | +62.4% | +28.0% | +34.4% | +49.4% |
| All | +144.8% | +65.0% | +79.8% | +99.6% |
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