+443.9%
AME vs RACE
+738.3%
-294.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +3.9% |
| 7D | -1.5% | +3.9% | -5.4% | -3.0% |
| 30D | -4.2% | +7.4% | -11.6% | -6.8% |
| 3M | -5.9% | +1.6% | -7.6% | -6.8% |
| 6M | +2.8% | +23.3% | -20.5% | -6.0% |
| YTD | +16.6% | +14.7% | +1.9% | +8.8% |
| 1Y | +22.1% | +2.5% | +19.6% | +18.9% |
| 3Y | +64.7% | +28.0% | +36.7% | +36.7% |
| 5Y | +76.6% | +69.8% | +6.8% | +24.6% |
| 10Y | +443.9% | +734.9% | -291.0% | +120.0% |
| All | +443.9% | +738.3% | -294.4% | +120.0% |
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