+30.2%
ALC vs RACE
+220.5%
-190.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +1.4% | +1.8% | +2.6% |
| 7D | -1.1% | -1.2% | +0.1% | -0.6% |
| 30D | +16.0% | +6.1% | +9.9% | +13.4% |
| 3M | +0.8% | -0.3% | +1.1% | +0.7% |
| 6M | +16.8% | +23.4% | -6.6% | +6.4% |
| YTD | -5.5% | +12.5% | -18.0% | -11.3% |
| 1Y | -5.3% | -0.5% | -4.8% | -6.4% |
| 3Y | +4.1% | +23.6% | -19.5% | -10.9% |
| 5Y | -7.1% | +65.4% | -72.5% | -32.7% |
| All | +30.2% | +220.5% | -190.3% | -27.2% |
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