+145.1%
ALLE vs RY
+373.9%
-228.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.5% |
| 7D | -0.2% | +3.1% | -3.3% | -2.4% |
| 30D | -6.8% | -0.3% | -6.5% | -6.7% |
| 3M | +21.0% | +8.7% | +12.4% | +13.6% |
| 6M | +1.1% | +28.5% | -27.4% | -16.0% |
| YTD | -0.5% | +25.1% | -25.7% | -15.9% |
| 1Y | -7.3% | +46.3% | -53.5% | -30.1% |
| 3Y | +42.3% | +154.9% | -112.7% | -29.7% |
| 5Y | +13.5% | +140.3% | -126.8% | -41.8% |
| All | +145.1% | +373.9% | -228.8% | -22.6% |
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