+53.0%
ALLE vs RACE
+69.7%
-16.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +25.9% | +6.6% | +19.3% | +23.3% |
| 3M | +14.9% | +2.2% | +12.7% | +13.9% |
| 6M | +42.1% | +22.4% | +19.7% | +32.2% |
| YTD | +20.4% | +13.8% | +6.6% | +14.1% |
| 1Y | +14.9% | +2.2% | +12.6% | +12.8% |
| 3Y | +90.1% | +25.6% | +64.5% | +61.0% |
| 5Y | +53.0% | +71.0% | -18.0% | +6.8% |
| All | +53.0% | +69.7% | -16.7% | +6.8% |
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