+350.6%
ALLE vs RNG
+346.6%
+4.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.0% | +1.8% | +2.6% |
| 7D | -0.6% | -6.2% | +5.6% | +0.3% |
| 30D | +26.6% | -8.0% | +34.6% | +27.8% |
| 3M | +13.2% | +15.7% | -2.5% | +10.2% |
| 6M | +42.9% | +60.3% | -17.5% | +31.3% |
| YTD | +21.0% | +153.8% | -132.8% | +1.6% |
| 1Y | +15.2% | +172.2% | -157.0% | -4.5% |
| 3Y | +95.6% | +174.8% | -79.2% | +56.9% |
| 5Y | +53.4% | -68.6% | +122.0% | +57.3% |
| 10Y | +221.5% | +248.2% | -26.7% | +94.4% |
| All | +350.6% | +346.6% | +4.0% | +159.5% |
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