+69.5%
AME vs RACE
+65.0%
+4.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +2.9% |
| 7D | -5.2% | +5.1% | -10.2% | -6.3% |
| 30D | -8.0% | +7.7% | -15.7% | -9.7% |
| 3M | -8.9% | +2.2% | -11.1% | -9.6% |
| 6M | -5.0% | +23.8% | -28.7% | -10.4% |
| YTD | +11.9% | +13.9% | -2.0% | +7.2% |
| 1Y | +16.6% | +3.8% | +12.9% | +14.4% |
| 3Y | +62.5% | +28.0% | +34.4% | +39.9% |
| All | +69.5% | +65.0% | +4.5% | +26.9% |
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