+338.5%
ALLE vs RNG
+342.3%
-3.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -0.5% |
| 7D | -0.6% | -11.3% | +10.8% | +1.1% |
| 30D | +25.3% | -5.7% | +31.0% | +26.1% |
| 3M | +10.3% | +16.8% | -6.5% | +7.3% |
| 6M | +38.0% | +58.5% | -20.4% | +27.0% |
| YTD | +17.8% | +151.3% | -133.5% | -1.0% |
| 1Y | +13.6% | +169.0% | -155.4% | -5.6% |
| 3Y | +89.2% | +156.9% | -67.7% | +53.3% |
| 5Y | +51.1% | -69.0% | +120.1% | +55.2% |
| 10Y | +228.1% | +262.0% | -33.9% | +96.9% |
| All | +338.5% | +342.3% | -3.8% | +152.9% |
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