+633.5%
AGI vs RACE
+658.2%
-24.7%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | 0.0% | -3.9% | +3.9% | +0.8% |
| 30D | -7.6% | +6.8% | -14.4% | -8.8% |
| 3M | -10.2% | +1.3% | -11.6% | -10.4% |
| 6M | -31.5% | +26.3% | -57.8% | -34.4% |
| YTD | -22.0% | +13.8% | -35.8% | -24.1% |
| 1Y | -7.9% | -0.5% | -7.4% | -8.4% |
| 3Y | +137.6% | +25.6% | +111.9% | +124.3% |
| 5Y | +256.7% | +67.6% | +189.1% | +216.6% |
| 10Y | +405.2% | +724.7% | -319.5% | +275.7% |
| All | +633.5% | +658.2% | -24.7% | +422.5% |
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