-9.1%
ALLE vs RJF
+8.4%
-17.5%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | +2.8% | +1.8% | +1.0% | +2.4% |
| 30D | -7.6% | 0.0% | -7.6% | -7.7% |
| 3M | +22.8% | +18.0% | +4.8% | +18.8% |
| 6M | +4.6% | +17.0% | -12.4% | +0.8% |
| YTD | -1.2% | +11.1% | -12.3% | -4.7% |
| 1Y | -9.1% | +8.0% | -17.1% | -11.4% |
| All | -9.1% | +8.4% | -17.5% | -11.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling