+212.1%
ALLE vs RY
+351.8%
-139.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +1.6% | -0.5% | +2.1% | +2.0% |
| 30D | +24.1% | +4.7% | +19.3% | +20.2% |
| 3M | +14.8% | -4.5% | +19.3% | +18.4% |
| 6M | +45.9% | +12.5% | +33.3% | +33.4% |
| YTD | +20.7% | +21.1% | -0.4% | +4.4% |
| 1Y | +14.2% | +38.6% | -24.5% | -10.5% |
| 3Y | +90.7% | +160.2% | -69.5% | -6.9% |
| 5Y | +50.6% | +124.7% | -74.1% | -18.7% |
| All | +212.1% | +351.8% | -139.7% | +10.3% |
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