-9.0%
ALC vs RACE
+65.1%
-74.1%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.1% |
| 7D | +7.6% | +5.7% | +2.0% | +5.5% |
| 30D | +21.1% | +9.3% | +11.9% | +17.2% |
| 3M | +8.5% | +3.8% | +4.6% | +6.7% |
| 6M | +2.8% | +29.8% | -27.0% | -7.9% |
| YTD | -2.4% | +15.6% | -18.0% | -9.0% |
| 1Y | +3.5% | +5.1% | -1.6% | +0.3% |
| 3Y | +4.2% | +30.8% | -26.6% | -14.3% |
| 5Y | -9.0% | +67.4% | -76.4% | -38.3% |
| All | -9.0% | +65.1% | -74.1% | -38.3% |
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