+59.0%
AIG vs RACE
+62.4%
-3.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.1% | +0.2% |
| 7D | +2.0% | -4.0% | +6.0% | +3.0% |
| 30D | +6.3% | +3.5% | +2.8% | +5.4% |
| 3M | +9.2% | -0.4% | +9.6% | +9.1% |
| 6M | +9.5% | +23.2% | -13.6% | +3.4% |
| YTD | -1.6% | +11.0% | -12.6% | -5.0% |
| 1Y | +8.5% | -2.2% | +10.7% | +8.3% |
| 3Y | +38.3% | +22.5% | +15.8% | +21.6% |
| 5Y | +59.0% | +63.2% | -4.1% | +12.6% |
| All | +59.0% | +62.4% | -3.3% | +12.6% |
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 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