+17.4%
ALLE vs RACE
+93.6%
-76.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.6% |
| 7D | -0.2% | -2.5% | +2.3% | +0.6% |
| 30D | -6.8% | +0.8% | -7.6% | -7.1% |
| 3M | +21.0% | +17.2% | +3.9% | +14.6% |
| 6M | +1.1% | +13.6% | -12.5% | -3.6% |
| YTD | -0.5% | +12.2% | -12.7% | -5.2% |
| 1Y | -7.3% | -16.3% | +9.0% | -3.0% |
| 3Y | +42.3% | +36.4% | +5.8% | +16.0% |
| All | +17.4% | +93.6% | -76.2% | -20.9% |
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