+394.1%
AFL vs RACE
+647.6%
-253.6%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | -0.4% |
| 7D | +0.6% | -2.5% | +3.1% | +1.3% |
| 30D | -6.2% | +0.8% | -7.0% | -6.5% |
| 3M | +2.2% | +17.2% | -15.0% | -2.8% |
| 6M | +5.3% | +13.6% | -8.3% | +0.6% |
| YTD | +8.0% | +12.2% | -4.3% | +3.1% |
| 1Y | +10.2% | -16.3% | +26.5% | +14.0% |
| 3Y | +67.1% | +36.4% | +30.6% | +42.7% |
| 5Y | +135.6% | +95.0% | +40.6% | +72.6% |
| 10Y | +299.4% | +813.2% | -513.9% | +100.1% |
| All | +394.1% | +647.6% | -253.6% | +141.8% |
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