+40.6%
ALB vs RACE
+717.8%
-677.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.5% | +1.3% | 0.0% |
| 7D | -3.6% | -4.0% | +0.4% | -1.6% |
| 30D | -2.9% | +3.5% | -6.4% | -4.7% |
| 3M | -25.8% | -0.4% | -25.4% | -25.9% |
| 6M | -53.6% | +23.2% | -76.7% | -58.8% |
| YTD | -32.4% | +11.0% | -43.4% | -37.8% |
| 1Y | -13.0% | -2.2% | -10.8% | -14.5% |
| 3Y | -15.0% | +22.5% | -37.5% | -31.0% |
| 5Y | -63.5% | +63.2% | -126.7% | -75.5% |
| All | +40.6% | +717.8% | -677.3% | -50.1% |
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