-15.5%
ALC vs RACE
+93.6%
-109.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.5% |
| 7D | -2.1% | -2.5% | +0.4% | -1.2% |
| 30D | -0.1% | +0.8% | -0.9% | -0.5% |
| 3M | +5.9% | +17.2% | -11.3% | -0.7% |
| 6M | -15.9% | +13.6% | -29.5% | -20.6% |
| YTD | -10.1% | +12.2% | -22.3% | -15.1% |
| 1Y | -10.2% | -16.3% | +6.0% | -5.1% |
| 3Y | -13.6% | +36.4% | -50.0% | -30.6% |
| All | -15.5% | +93.6% | -109.1% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling