+217.4%
AGI vs RACE
+40.6%
+176.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | +0.6% | -2.5% | +3.1% | +1.4% |
| 30D | +18.2% | +0.8% | +17.5% | +18.1% |
| 3M | -4.1% | +17.2% | -21.3% | -7.9% |
| 6M | -28.7% | +13.6% | -42.3% | -31.2% |
| YTD | -4.0% | +12.2% | -16.2% | -7.6% |
| 1Y | +17.4% | -16.3% | +33.7% | +20.5% |
| All | +217.4% | +40.6% | +176.7% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling