+64.9%
AIG vs RACE
+717.8%
-652.9%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.6% |
| 7D | +2.0% | -4.0% | +6.0% | +3.6% |
| 30D | +6.3% | +3.5% | +2.8% | +4.9% |
| 3M | +9.2% | -0.4% | +9.6% | +9.0% |
| 6M | +9.5% | +23.2% | -13.6% | -0.2% |
| YTD | -1.6% | +11.0% | -12.6% | -7.3% |
| 1Y | +8.5% | -2.2% | +10.7% | +7.5% |
| 3Y | +38.3% | +22.5% | +15.8% | +16.0% |
| 5Y | +59.0% | +63.2% | -4.1% | +11.8% |
| All | +64.9% | +717.8% | -652.9% | -34.5% |
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 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