+221.5%
ALLE vs RBA
+236.6%
-15.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.1% |
| 7D | -0.6% | +2.5% | -3.1% | -1.3% |
| 30D | +26.6% | +11.6% | +15.0% | +22.8% |
| 3M | +13.2% | +1.5% | +11.7% | +12.4% |
| 6M | +42.9% | -6.6% | +49.5% | +44.3% |
| YTD | +21.0% | -6.3% | +27.3% | +21.4% |
| 1Y | +15.2% | -4.0% | +19.1% | +14.6% |
| 3Y | +95.6% | +47.3% | +48.3% | +70.1% |
| 5Y | +53.4% | +47.7% | +5.8% | +30.5% |
| 10Y | +221.5% | +224.7% | -3.2% | +98.7% |
| All | +221.5% | +236.6% | -15.1% | +98.7% |
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