+50.4%
ALLE vs RBA
+37.7%
+12.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -0.6% | +4.3% | -4.8% | -1.6% |
| 30D | +25.3% | +16.3% | +9.0% | +20.7% |
| 3M | +10.3% | +1.3% | +9.0% | +9.6% |
| 6M | +38.0% | -11.1% | +49.1% | +40.9% |
| YTD | +17.8% | -8.5% | +26.2% | +18.6% |
| 1Y | +13.6% | -2.1% | +15.7% | +12.3% |
| 3Y | +89.2% | +44.6% | +44.6% | +67.8% |
| All | +50.4% | +37.7% | +12.7% | +42.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling