+50.4%
ALLE vs RGEN
-35.1%
+85.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.5% |
| 7D | -0.6% | -1.9% | +1.4% | -0.3% |
| 30D | +25.3% | +3.7% | +21.6% | +24.2% |
| 3M | +10.3% | +8.8% | +1.5% | +8.0% |
| 6M | +38.0% | +38.0% | +0.1% | +28.7% |
| YTD | +17.8% | +5.9% | +11.9% | +14.7% |
| 1Y | +13.6% | +19.7% | -6.1% | +7.9% |
| 3Y | +89.2% | +20.5% | +68.7% | +72.3% |
| All | +50.4% | -35.1% | +85.5% | +33.4% |
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