+388.8%
AGI vs RACE
+92.4%
+296.3%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.1% |
| 7D | +4.4% | -1.0% | +5.4% | +4.8% |
| 30D | +10.0% | -1.5% | +11.5% | +10.6% |
| 3M | +1.7% | +15.5% | -13.7% | -2.5% |
| 6M | -26.8% | +17.3% | -44.1% | -30.2% |
| YTD | -5.3% | +11.1% | -16.4% | -8.9% |
| 1Y | +11.5% | -14.3% | +25.8% | +15.1% |
| 3Y | +212.9% | +40.2% | +172.8% | +162.3% |
| 5Y | +388.8% | +92.6% | +296.2% | +261.0% |
| All | +388.8% | +92.4% | +296.3% | +261.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling