+270.3%
ALLE vs RNG
+349.6%
-79.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.9% | +4.9% | +1.6% |
| 7D | -0.2% | +5.8% | -6.0% | -1.1% |
| 30D | -6.8% | +19.6% | -26.4% | -9.3% |
| 3M | +21.0% | +67.0% | -46.0% | +11.4% |
| 6M | +1.1% | +88.4% | -87.3% | -9.6% |
| YTD | -0.5% | +155.5% | -156.0% | -16.3% |
| 1Y | -7.3% | +141.7% | -148.9% | -21.6% |
| 3Y | +42.3% | +131.1% | -88.8% | +17.5% |
| 5Y | +13.5% | -70.6% | +84.0% | +17.6% |
| 10Y | +144.0% | +228.2% | -84.2% | +49.6% |
| All | +270.3% | +349.6% | -79.3% | +113.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling