+65.3%
AIG vs RACE
+647.6%
-582.3%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | -0.2% |
| 7D | -0.9% | -2.5% | +1.6% | 0.0% |
| 30D | -4.9% | +0.8% | -5.7% | -5.3% |
| 3M | +4.5% | +17.2% | -12.7% | -2.1% |
| 6M | -1.4% | +13.6% | -15.0% | -7.2% |
| YTD | -9.8% | +12.2% | -22.0% | -15.0% |
| 1Y | -4.5% | -16.3% | +11.7% | -0.2% |
| 3Y | +37.4% | +36.4% | +1.0% | +11.7% |
| 5Y | +55.0% | +95.0% | -40.0% | +4.0% |
| 10Y | +63.7% | +813.2% | -749.6% | -33.0% |
| All | +65.3% | +647.6% | -582.3% | -36.3% |
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