+270.3%
ALLE vs RGEN
+1,190.2%
-919.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.2% |
| 7D | -0.2% | -4.9% | +4.7% | +0.6% |
| 30D | -6.8% | +5.7% | -12.5% | -7.7% |
| 3M | +21.0% | +32.4% | -11.4% | +15.2% |
| 6M | +1.1% | +33.2% | -32.1% | -4.4% |
| YTD | -0.5% | +2.3% | -2.8% | -2.0% |
| 1Y | -7.3% | +39.0% | -46.2% | -13.5% |
| 3Y | +42.3% | -4.6% | +46.9% | +36.5% |
| 5Y | +13.5% | -42.7% | +56.1% | +13.4% |
| 10Y | +144.0% | +433.6% | -289.5% | +67.3% |
| All | +270.3% | +1,190.2% | -919.9% | +119.3% |
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 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