+438.3%
AME vs RACE
+717.8%
-279.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.5% | +3.0% | +1.5% |
| 7D | +8.1% | -4.0% | +12.1% | +9.7% |
| 30D | -3.8% | +3.5% | -7.3% | -5.1% |
| 3M | -6.6% | -0.4% | -6.2% | -6.9% |
| 6M | +4.6% | +23.2% | -18.6% | -4.4% |
| YTD | +17.9% | +11.0% | +6.9% | +11.4% |
| 1Y | +23.2% | -2.2% | +25.5% | +22.2% |
| 3Y | +62.9% | +22.5% | +40.4% | +37.4% |
| 5Y | +77.5% | +63.2% | +14.4% | +27.1% |
| All | +438.3% | +717.8% | -279.5% | +102.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling