+17.4%
ALLE vs RGEN
-42.4%
+59.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -0.2% | -4.9% | +4.7% | +0.7% |
| 30D | -6.8% | +5.7% | -12.5% | -7.8% |
| 3M | +21.0% | +32.4% | -11.4% | +14.4% |
| 6M | +1.1% | +33.2% | -32.1% | -5.1% |
| YTD | -0.5% | +2.3% | -2.8% | -2.1% |
| 1Y | -7.3% | +39.0% | -46.2% | -14.4% |
| 3Y | +42.3% | -4.6% | +46.9% | +36.1% |
| All | +17.4% | -42.4% | +59.8% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling