+31.6%
ALC vs RACE
+224.4%
-192.8%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.5% |
| 7D | +4.9% | +5.1% | -0.2% | +2.9% |
| 30D | +19.0% | +7.7% | +11.3% | +15.6% |
| 3M | +7.8% | +2.2% | +5.6% | +6.6% |
| 6M | +14.6% | +23.8% | -9.2% | +4.2% |
| YTD | -4.4% | +13.9% | -18.3% | -10.8% |
| 1Y | +1.4% | +3.8% | -2.4% | -1.6% |
| 3Y | +2.5% | +28.0% | -25.5% | -13.7% |
| 5Y | -10.9% | +64.9% | -75.8% | -35.4% |
| All | +31.6% | +224.4% | -192.8% | -26.7% |
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