+151.1%
ALLE vs RNG
+216.3%
-65.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.7% | -0.1% |
| 7D | +2.8% | -0.8% | +3.6% | +2.9% |
| 30D | -7.6% | +11.4% | -19.0% | -9.1% |
| 3M | +22.8% | +72.1% | -49.3% | +13.0% |
| 6M | +4.6% | +67.9% | -63.3% | -4.3% |
| YTD | -1.2% | +144.3% | -145.6% | -15.6% |
| 1Y | -9.1% | +117.5% | -126.7% | -21.3% |
| 3Y | +50.0% | +123.9% | -73.9% | +25.5% |
| 5Y | +15.2% | -70.1% | +85.3% | +16.9% |
| 10Y | +151.1% | +215.9% | -64.8% | +59.4% |
| All | +151.1% | +216.3% | -65.2% | +59.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling