+89.2%
ALLE vs RJF
+67.6%
+21.6%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.5% |
| 7D | -0.6% | +3.6% | -4.1% | -1.6% |
| 30D | +25.3% | +3.5% | +21.8% | +24.0% |
| 3M | +10.3% | -8.9% | +19.2% | +13.3% |
| 6M | +38.0% | +2.9% | +35.2% | +36.3% |
| YTD | +17.8% | +2.8% | +15.0% | +15.5% |
| 1Y | +13.6% | +2.7% | +10.9% | +11.3% |
| 3Y | +89.2% | +69.3% | +19.9% | +35.3% |
| All | +89.2% | +67.6% | +21.6% | +35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling