+17.4%
ALLE vs RJF
+106.8%
-89.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.6% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -6.8% | -1.3% | -5.5% | -6.4% |
| 3M | +21.0% | +18.9% | +2.2% | +12.1% |
| 6M | +1.1% | +15.0% | -13.9% | -5.4% |
| YTD | -0.5% | +12.2% | -12.7% | -6.4% |
| 1Y | -7.3% | +5.6% | -12.9% | -10.6% |
| 3Y | +42.3% | +74.9% | -32.6% | +4.3% |
| All | +17.4% | +106.8% | -89.4% | -22.2% |
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