+441.6%
AME vs RACE
+741.5%
-299.9%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.1% | -3.9% | +5.0% | +2.6% |
| 30D | -4.1% | +6.8% | -10.9% | -6.5% |
| 3M | -6.3% | +1.3% | -7.7% | -7.2% |
| 6M | +3.5% | +26.3% | -22.7% | -6.2% |
| YTD | +17.3% | +13.8% | +3.5% | +9.8% |
| 1Y | +22.0% | -0.5% | +22.5% | +20.2% |
| 3Y | +62.0% | +25.6% | +36.4% | +35.4% |
| 5Y | +78.5% | +67.6% | +10.9% | +26.6% |
| 10Y | +441.6% | +724.7% | -283.0% | +110.0% |
| All | +441.6% | +741.5% | -299.9% | +110.0% |
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