+338.5%
ALLE vs RGEN
+1,235.6%
-897.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +3.0% | -3.9% | -1.4% |
| 7D | -0.6% | -1.9% | +1.4% | -0.3% |
| 30D | +25.3% | +3.7% | +21.6% | +24.4% |
| 3M | +10.3% | +8.8% | +1.5% | +8.3% |
| 6M | +38.0% | +38.0% | +0.1% | +29.8% |
| YTD | +17.8% | +5.9% | +11.9% | +15.0% |
| 1Y | +13.6% | +19.7% | -6.1% | +8.6% |
| 3Y | +89.2% | +20.5% | +68.7% | +74.9% |
| 5Y | +51.1% | -35.0% | +86.0% | +47.9% |
| 10Y | +228.1% | +540.9% | -312.8% | +118.9% |
| All | +338.5% | +1,235.6% | -897.1% | +157.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling