+270.3%
ALLE vs RBA
+414.5%
-144.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -0.2% | -2.9% | +2.7% | +0.5% |
| 30D | -6.8% | -12.3% | +5.5% | -3.7% |
| 3M | +21.0% | -20.5% | +41.6% | +27.6% |
| 6M | +1.1% | -18.5% | +19.6% | +5.7% |
| YTD | -0.5% | -18.2% | +17.7% | +3.4% |
| 1Y | -7.3% | -27.5% | +20.3% | -0.5% |
| 3Y | +42.3% | +38.1% | +4.2% | +27.0% |
| 5Y | +13.5% | +44.8% | -31.3% | -2.1% |
| 10Y | +144.0% | +187.1% | -43.1% | +68.1% |
| All | +270.3% | +414.5% | -144.2% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling