+145.1%
ALLE vs RL
+313.2%
-168.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.4% |
| 7D | -0.2% | -0.8% | +0.6% | 0.0% |
| 30D | -6.8% | -7.8% | +1.0% | -4.6% |
| 3M | +21.0% | -4.0% | +25.0% | +22.0% |
| 6M | +1.1% | -1.9% | +3.0% | +0.6% |
| YTD | -0.5% | -0.2% | -0.4% | -1.9% |
| 1Y | -7.3% | +10.7% | -17.9% | -11.7% |
| 3Y | +42.3% | +210.8% | -168.5% | -6.9% |
| 5Y | +13.5% | +238.2% | -224.8% | -30.1% |
| All | +145.1% | +313.2% | -168.1% | +33.8% |
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