+432.0%
RMD vs ALLE
+260.9%
+171.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.3% |
| 3M | +17.8% | +21.0% | -3.2% | +8.1% |
| 6M | -11.3% | +1.1% | -12.4% | -12.3% |
| YTD | -4.4% | -0.5% | -3.9% | -5.3% |
| 1Y | -15.7% | -7.3% | -8.5% | -14.0% |
| 3Y | +47.7% | +42.3% | +5.5% | +23.3% |
| 5Y | -19.2% | +13.5% | -32.7% | -27.3% |
| 10Y | +280.4% | +144.0% | +136.4% | +148.3% |
| All | +432.0% | +260.9% | +171.2% | +210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling