+78.5%
AME vs RACE
+68.9%
+9.6%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +1.1% | -3.9% | +5.0% | +2.1% |
| 30D | -4.1% | +6.8% | -10.9% | -5.6% |
| 3M | -6.3% | +1.3% | -7.7% | -6.9% |
| 6M | +3.5% | +26.3% | -22.7% | -2.9% |
| YTD | +17.3% | +13.8% | +3.5% | +12.4% |
| 1Y | +22.0% | -0.5% | +22.5% | +21.0% |
| 3Y | +62.0% | +25.6% | +36.4% | +40.5% |
| 5Y | +78.5% | +67.6% | +10.9% | +33.9% |
| All | +78.5% | +68.9% | +9.6% | +33.9% |
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