+89.2%
ALLE vs RACE
+28.1%
+61.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.5% | -0.6% |
| 7D | -0.6% | +5.1% | -5.6% | -1.6% |
| 30D | +25.3% | +7.7% | +17.6% | +23.3% |
| 3M | +10.3% | +2.2% | +8.1% | +9.7% |
| 6M | +38.0% | +23.8% | +14.3% | +31.5% |
| YTD | +17.8% | +13.9% | +3.9% | +13.7% |
| 1Y | +13.6% | +3.8% | +9.8% | +11.6% |
| 3Y | +89.2% | +28.0% | +61.2% | +75.1% |
| All | +89.2% | +28.1% | +61.1% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling