+63.5%
AIG vs RACE
+817.8%
-754.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +0.8% |
| 7D | -1.4% | -2.6% | +1.2% | -0.4% |
| 30D | -3.3% | -1.1% | -2.2% | -3.1% |
| 3M | +2.2% | +12.5% | -10.4% | -3.1% |
| 6M | -2.1% | +17.4% | -19.5% | -9.3% |
| YTD | -11.2% | +10.1% | -21.3% | -15.9% |
| 1Y | -2.1% | -15.1% | +13.0% | +2.0% |
| 3Y | +34.4% | +38.9% | -4.6% | +5.7% |
| 5Y | +53.7% | +90.7% | -37.0% | -0.6% |
| All | +63.5% | +817.8% | -754.3% | -40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling