+67.4%
RMD vs ALLE
+92.8%
-25.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | +1.8% | +25.9% | -24.2% | -6.9% |
| 3M | +6.7% | +14.9% | -8.2% | +1.0% |
| 6M | +13.9% | +42.1% | -28.2% | -1.3% |
| YTD | -2.0% | +20.4% | -22.4% | -10.1% |
| 1Y | -5.4% | +14.9% | -20.3% | -11.4% |
| 3Y | +67.4% | +90.1% | -22.7% | +33.6% |
| All | +67.4% | +92.8% | -25.4% | +33.6% |
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 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