+310.6%
AGI vs RACE
+67.1%
+243.5%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.2% |
| 7D | +17.4% | +3.9% | +13.5% | +15.9% |
| 30D | -0.9% | +7.4% | -8.4% | -3.3% |
| 3M | -1.6% | +1.6% | -3.2% | -2.1% |
| 6M | -24.7% | +23.3% | -48.0% | -29.5% |
| YTD | -15.3% | +14.7% | -29.9% | -19.4% |
| 1Y | +5.5% | +2.5% | +3.0% | +3.6% |
| 3Y | +154.5% | +28.0% | +126.5% | +120.5% |
| 5Y | +310.6% | +69.8% | +240.8% | +206.1% |
| All | +310.6% | +67.1% | +243.5% | +206.1% |
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