+20.1%
AGG vs RACE
+647.6%
-627.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.1% |
| 7D | -0.2% | -2.5% | +2.4% | -0.1% |
| 30D | -0.4% | +0.8% | -1.2% | -0.4% |
| 3M | -0.7% | +17.2% | -17.8% | -1.0% |
| 6M | -1.5% | +13.6% | -15.1% | -1.9% |
| YTD | -0.3% | +12.2% | -12.5% | -0.6% |
| 1Y | +1.3% | -16.3% | +17.6% | +1.5% |
| 3Y | +13.2% | +36.4% | -23.2% | +12.2% |
| 5Y | -1.4% | +95.0% | -96.4% | -3.0% |
| 10Y | +14.9% | +813.2% | -798.4% | +14.2% |
| All | +20.1% | +647.6% | -627.5% | +19.5% |
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