+17.7%
ALLE vs RNG
+179.4%
-161.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | +6.7% | -9.6% | +16.2% | +6.9% |
| 30D | +25.4% | -1.4% | +26.8% | +25.3% |
| 3M | +16.9% | +28.8% | -11.8% | +15.6% |
| 6M | +46.6% | +65.6% | -19.0% | +43.7% |
| YTD | +22.4% | +171.4% | -149.0% | +15.6% |
| 1Y | +17.7% | +185.3% | -167.6% | +7.7% |
| All | +17.7% | +179.4% | -161.7% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling