+52.8%
RMD vs ALLE
+42.6%
+10.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | -0.8% |
| 7D | -5.0% | -0.2% | -4.8% | -4.9% |
| 30D | +2.2% | -6.8% | +9.0% | +5.1% |
| 3M | +17.8% | +21.0% | -3.2% | +8.7% |
| 6M | -11.3% | +1.1% | -12.4% | -12.1% |
| YTD | -4.4% | -0.5% | -3.9% | -5.4% |
| 1Y | -15.7% | -7.3% | -8.5% | -14.0% |
| All | +52.8% | +42.6% | +10.3% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling