+15.1%
AGG vs RACE
+783.2%
-768.1%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | -0.2% |
| 7D | -0.2% | -2.6% | +2.5% | -0.1% |
| 30D | -0.2% | -1.1% | +0.9% | -0.2% |
| 3M | -0.7% | +12.5% | -13.2% | -1.1% |
| 6M | -1.8% | +17.4% | -19.2% | -2.3% |
| YTD | -0.6% | +10.1% | -10.7% | -1.0% |
| 1Y | +0.4% | -15.1% | +15.5% | +0.6% |
| 3Y | +13.2% | +38.9% | -25.8% | +11.7% |
| 5Y | -2.0% | +90.7% | -92.6% | -4.1% |
| 10Y | +15.1% | +801.8% | -786.8% | +11.3% |
| All | +15.1% | +783.2% | -768.1% | +11.3% |
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