+52.5%
ALLE vs RACE
+65.1%
-12.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.6% | -2.1% |
| 7D | 0.0% | +5.7% | -5.6% | -1.8% |
| 30D | +20.6% | +9.3% | +11.3% | +17.1% |
| 3M | +11.4% | +3.8% | +7.6% | +9.8% |
| 6M | +42.5% | +29.8% | +12.8% | +30.0% |
| YTD | +18.9% | +15.6% | +3.3% | +12.1% |
| 1Y | +14.2% | +5.1% | +9.1% | +11.1% |
| 3Y | +90.7% | +30.8% | +59.9% | +58.8% |
| 5Y | +52.5% | +67.4% | -14.9% | +7.3% |
| All | +52.5% | +65.1% | -12.6% | +7.3% |
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