+221.5%
ALLE vs RGEN
+508.6%
-287.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +2.2% |
| 7D | -0.6% | +3.5% | -4.1% | -1.3% |
| 30D | +26.6% | +2.9% | +23.7% | +25.8% |
| 3M | +13.2% | +9.2% | +4.0% | +10.9% |
| 6M | +42.9% | +44.9% | -2.1% | +32.4% |
| YTD | +21.0% | +9.2% | +11.8% | +17.3% |
| 1Y | +15.2% | +25.3% | -10.1% | +8.8% |
| 3Y | +95.6% | +21.7% | +73.9% | +79.0% |
| 5Y | +53.4% | -34.5% | +87.9% | +49.5% |
| 10Y | +221.5% | +478.9% | -257.4% | +96.0% |
| All | +221.5% | +508.6% | -287.2% | +96.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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