+17.7%
ALLE vs RACE
+10.6%
+7.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.6% |
| 7D | +6.7% | +9.9% | -3.3% | +4.0% |
| 30D | +25.4% | +12.8% | +12.6% | +21.4% |
| 3M | +16.9% | +7.4% | +9.6% | +14.5% |
| 6M | +46.6% | +27.6% | +19.0% | +36.7% |
| YTD | +22.4% | +18.4% | +4.0% | +15.2% |
| 1Y | +17.7% | +9.5% | +8.2% | +12.8% |
| All | +17.7% | +10.6% | +7.2% | +12.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling