+427.8%
AFL vs RACE
+663.9%
-236.1%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.3% | +0.8% |
| 7D | +0.5% | +3.9% | -3.4% | -0.6% |
| 30D | +9.3% | +7.4% | +1.9% | +7.1% |
| 3M | +1.0% | +1.6% | -0.6% | +0.3% |
| 6M | +11.8% | +23.3% | -11.5% | +4.5% |
| YTD | +15.3% | +14.7% | +0.7% | +9.4% |
| 1Y | +12.1% | +2.5% | +9.5% | +9.8% |
| 3Y | +65.0% | +28.0% | +37.0% | +44.4% |
| 5Y | +149.1% | +69.8% | +79.3% | +92.6% |
| 10Y | +340.9% | +734.9% | -394.0% | +124.2% |
| All | +427.8% | +663.9% | -236.1% | +156.5% |
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