+422.9%
AFL vs RACE
+658.9%
-235.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +0.1% | +5.1% | -4.9% | -1.3% |
| 30D | +10.0% | +7.7% | +2.3% | +7.8% |
| 3M | -1.6% | +2.2% | -3.7% | -2.4% |
| 6M | +10.5% | +23.8% | -13.2% | +3.2% |
| YTD | +14.3% | +13.9% | +0.4% | +8.6% |
| 1Y | +11.4% | +3.8% | +7.6% | +8.7% |
| 3Y | +62.4% | +28.0% | +34.4% | +42.0% |
| 5Y | +144.8% | +64.9% | +79.9% | +91.2% |
| 10Y | +356.2% | +780.4% | -424.2% | +129.6% |
| All | +422.9% | +658.9% | -235.9% | +154.6% |
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 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