+219.2%
ALLE vs RL
+356.1%
-136.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.5% |
| 7D | -0.6% | -4.2% | +3.6% | +0.7% |
| 30D | +25.3% | +4.3% | +21.1% | +23.6% |
| 3M | +10.3% | -4.6% | +14.9% | +11.6% |
| 6M | +38.0% | +1.7% | +36.3% | +36.0% |
| YTD | +17.8% | +7.3% | +10.4% | +13.5% |
| 1Y | +13.6% | +20.8% | -7.2% | +5.3% |
| 3Y | +89.2% | +247.0% | -157.8% | +19.5% |
| 5Y | +51.1% | +225.5% | -174.4% | -5.4% |
| All | +219.2% | +356.1% | -136.9% | +70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling