+222.2%
ALLE vs RY
+366.5%
-144.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.9% | 0.0% | -0.9% |
| 7D | 0.0% | -1.1% | +1.1% | +0.8% |
| 30D | +20.6% | +4.4% | +16.2% | +17.1% |
| 3M | +11.4% | -2.9% | +14.4% | +13.5% |
| 6M | +42.5% | +15.6% | +27.0% | +27.9% |
| YTD | +18.9% | +21.8% | -2.9% | +2.4% |
| 1Y | +14.2% | +42.6% | -28.4% | -12.3% |
| 3Y | +90.7% | +160.9% | -70.2% | -7.2% |
| 5Y | +52.5% | +126.1% | -73.6% | -18.1% |
| All | +222.2% | +366.5% | -144.3% | +11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 10y: compounded portfolio wealth divided by compounded RY 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…
10y analysis · Full analysis span regression · 6 months rolling