+151.1%
ALLE vs RJF
+428.9%
-277.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.2% |
| 7D | +2.8% | +1.8% | +1.0% | +1.9% |
| 30D | -7.6% | 0.0% | -7.6% | -7.7% |
| 3M | +22.8% | +18.0% | +4.8% | +13.2% |
| 6M | +4.6% | +17.0% | -12.4% | -3.5% |
| YTD | -1.2% | +11.1% | -12.3% | -7.2% |
| 1Y | -9.1% | +8.0% | -17.1% | -13.7% |
| 3Y | +50.0% | +73.3% | -23.3% | +10.3% |
| 5Y | +15.2% | +107.4% | -92.2% | -24.0% |
| 10Y | +151.1% | +428.5% | -277.4% | +6.8% |
| All | +151.1% | +428.9% | -277.8% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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