+210.5%
ALLE vs RBA
+209.3%
+1.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.0% |
| 7D | -0.8% | +0.6% | -1.4% | -1.0% |
| 30D | +27.4% | +9.0% | +18.4% | +24.4% |
| 3M | +13.8% | +7.2% | +6.7% | +11.5% |
| 6M | +45.5% | -7.8% | +53.2% | +47.4% |
| YTD | +21.4% | -6.4% | +27.8% | +21.8% |
| 1Y | +15.4% | -4.2% | +19.5% | +14.9% |
| 3Y | +91.7% | +64.1% | +27.6% | +62.2% |
| 5Y | +54.5% | +48.4% | +6.1% | +31.3% |
| 10Y | +210.5% | +209.9% | +0.6% | +94.4% |
| All | +210.5% | +209.3% | +1.2% | +94.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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