-12.3%
ALC vs RACE
+67.1%
-79.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | 0.0% |
| 7D | +2.1% | +3.9% | -1.9% | +0.6% |
| 30D | +17.2% | +7.4% | +9.8% | +14.2% |
| 3M | +4.6% | +1.6% | +3.0% | +3.8% |
| 6M | +20.1% | +23.3% | -3.2% | +10.0% |
| YTD | -4.2% | +14.7% | -18.8% | -10.4% |
| 1Y | +2.1% | +2.5% | -0.5% | 0.0% |
| 3Y | +4.5% | +28.0% | -23.5% | -13.2% |
| 5Y | -12.3% | +69.8% | -82.2% | -40.8% |
| All | -12.3% | +67.1% | -79.4% | -40.8% |
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