-1.4%
RMD vs ALLE
+18.6%
-19.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.8% | +4.2% | +5.4% |
| 7D | -3.9% | +6.7% | -10.5% | -5.6% |
| 30D | +7.9% | +25.4% | -17.5% | +0.9% |
| 3M | +8.1% | +16.9% | -8.8% | +3.2% |
| 6M | +15.5% | +46.6% | -31.0% | +2.8% |
| YTD | +0.7% | +22.4% | -21.7% | -9.6% |
| 1Y | -1.4% | +17.7% | -19.1% | -9.2% |
| All | -1.4% | +18.6% | -19.9% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling