+53.4%
ALLE vs RJF
+81.1%
-27.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.7% |
| 7D | +3.6% | +3.6% | 0.0% | +2.0% |
| 30D | +25.9% | +7.2% | +18.6% | +22.3% |
| 3M | +15.8% | -6.5% | +22.3% | +18.8% |
| 6M | +48.1% | +10.3% | +37.8% | +41.3% |
| YTD | +22.0% | +6.5% | +15.5% | +17.2% |
| 1Y | +18.0% | +6.1% | +11.9% | +13.4% |
| 3Y | +93.1% | +74.9% | +18.2% | +40.5% |
| All | +53.4% | +81.1% | -27.8% | +6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling