+342.6%
ALLE vs RL
+176.4%
+166.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -7.3% | +4.5% | -0.7% |
| 7D | 0.0% | -4.7% | +4.7% | +1.4% |
| 30D | +20.6% | +3.6% | +17.0% | +19.3% |
| 3M | +11.4% | +0.5% | +10.9% | +11.0% |
| 6M | +42.5% | +6.6% | +35.9% | +38.6% |
| YTD | +18.9% | +8.8% | +10.1% | +14.4% |
| 1Y | +14.2% | +21.8% | -7.6% | +6.1% |
| 3Y | +90.7% | +245.8% | -155.1% | +24.5% |
| 5Y | +52.5% | +230.0% | -177.5% | -1.6% |
| 10Y | +231.2% | +369.4% | -138.2% | +79.7% |
| All | +342.6% | +176.4% | +166.2% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling