+38.6%
ALB vs RACE
+729.2%
-690.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.1% |
| 7D | -5.8% | -1.2% | -4.6% | -5.2% |
| 30D | -4.5% | +6.1% | -10.7% | -7.5% |
| 3M | -28.1% | -0.3% | -27.8% | -28.2% |
| 6M | -53.2% | +23.4% | -76.6% | -58.5% |
| YTD | -33.3% | +12.5% | -45.8% | -39.1% |
| 1Y | -17.4% | -0.5% | -17.0% | -19.6% |
| 3Y | -14.1% | +23.6% | -37.8% | -30.6% |
| 5Y | -64.0% | +65.4% | -129.5% | -76.0% |
| All | +38.6% | +729.2% | -690.6% | -51.1% |
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