-1.6%
RMD vs ALLE
+54.3%
-55.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.5% |
| 7D | -0.8% | -0.8% | 0.0% | -0.5% |
| 30D | +1.7% | +27.4% | -25.7% | -8.0% |
| 3M | +6.4% | +13.8% | -7.5% | +0.6% |
| 6M | +20.7% | +45.5% | -24.8% | +2.6% |
| YTD | -0.2% | +21.4% | -21.6% | -9.1% |
| 1Y | -4.5% | +15.4% | -19.9% | -11.1% |
| 3Y | +70.5% | +91.7% | -21.2% | +25.5% |
| 5Y | -1.6% | +54.5% | -56.1% | -23.1% |
| All | -1.6% | +54.3% | -55.9% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling