+18.7%
AGG vs RACE
+639.5%
-620.8%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.8% | -0.6% |
| 7D | -1.4% | -4.0% | +2.6% | -1.4% |
| 30D | +0.9% | +3.5% | -2.7% | +0.8% |
| 3M | -1.2% | -0.4% | -0.8% | -1.2% |
| 6M | -1.4% | +23.2% | -24.6% | -1.9% |
| YTD | -1.4% | +11.0% | -12.4% | -1.7% |
| 1Y | -1.3% | -2.2% | +1.0% | -1.4% |
| 3Y | +13.8% | +22.5% | -8.8% | +12.9% |
| 5Y | -1.6% | +63.2% | -64.7% | -3.1% |
| 10Y | +16.3% | +704.3% | -688.0% | +15.5% |
| All | +18.7% | +639.5% | -620.8% | +18.2% |
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