+219.2%
ALLE vs RBA
+224.6%
-5.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -0.6% | +4.3% | -4.8% | -1.7% |
| 30D | +25.3% | +16.3% | +9.0% | +20.2% |
| 3M | +10.3% | +1.3% | +9.0% | +9.6% |
| 6M | +38.0% | -11.1% | +49.1% | +41.3% |
| YTD | +17.8% | -8.5% | +26.2% | +18.9% |
| 1Y | +13.6% | -2.1% | +15.7% | +12.4% |
| 3Y | +89.2% | +44.6% | +44.6% | +65.3% |
| 5Y | +51.1% | +36.8% | +14.2% | +31.3% |
| All | +219.2% | +224.6% | -5.4% | +97.8% |
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