+208.8%
ALLE vs RL
+369.1%
-160.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +0.1% | +1.3% | -1.2% | -0.4% |
| 30D | +25.9% | +7.6% | +18.3% | +23.0% |
| 3M | +14.9% | -1.5% | +16.4% | +15.2% |
| 6M | +42.1% | +12.1% | +30.0% | +35.9% |
| YTD | +20.4% | +13.9% | +6.5% | +13.9% |
| 1Y | +14.9% | +20.7% | -5.8% | +6.6% |
| 3Y | +90.1% | +260.6% | -170.5% | +18.8% |
| 5Y | +53.0% | +248.9% | -195.9% | -6.1% |
| 10Y | +208.8% | +355.9% | -147.1% | +62.3% |
| All | +208.8% | +369.1% | -160.3% | +62.3% |
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