+189.8%
ALLE vs RACE
+647.6%
-457.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.9% | +2.9% | +1.7% |
| 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% | +14.4% |
| 6M | +1.1% | +13.6% | -12.5% | -3.8% |
| YTD | -0.5% | +12.2% | -12.7% | -5.4% |
| 1Y | -7.3% | -16.3% | +9.0% | -3.1% |
| 3Y | +42.3% | +36.4% | +5.8% | +20.4% |
| 5Y | +13.5% | +95.0% | -81.5% | -17.3% |
| 10Y | +144.0% | +813.2% | -669.2% | +12.4% |
| All | +189.8% | +647.6% | -457.8% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling