+546.0%
RMBS vs ALLE
+148.2%
+397.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +2.1% |
| 7D | +3.0% | +2.8% | +0.2% | +1.2% |
| 30D | -14.4% | -7.6% | -6.8% | -10.2% |
| 3M | -42.8% | +22.8% | -65.6% | -50.4% |
| 6M | -1.4% | +4.6% | -6.0% | -4.4% |
| YTD | -5.4% | -1.2% | -4.2% | -5.5% |
| 1Y | +18.6% | -9.1% | +27.7% | +25.1% |
| 3Y | +57.3% | +50.0% | +7.3% | +20.6% |
| 5Y | +265.7% | +15.2% | +250.5% | +220.8% |
| 10Y | +546.0% | +151.1% | +394.9% | +259.6% |
| All | +546.0% | +148.2% | +397.8% | +259.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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