+270.3%
ALLE vs RJF
+584.2%
-313.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.7% |
| 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% | +11.3% |
| 6M | +1.1% | +15.0% | -13.9% | -6.0% |
| YTD | -0.5% | +12.2% | -12.7% | -6.9% |
| 1Y | -7.3% | +5.6% | -12.9% | -11.0% |
| 3Y | +42.3% | +74.9% | -32.6% | +4.6% |
| 5Y | +13.5% | +106.6% | -93.2% | -24.5% |
| 10Y | +144.0% | +433.1% | -289.0% | -2.5% |
| All | +270.3% | +584.2% | -313.9% | +31.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling