+448.2%
RMD vs ALLE
+327.3%
+120.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.7% | -1.3% |
| 7D | +2.3% | -0.6% | +2.9% | +2.6% |
| 30D | +4.1% | +25.3% | -21.2% | -5.6% |
| 3M | +5.7% | +10.3% | -4.6% | +1.0% |
| 6M | +12.9% | +38.0% | -25.1% | -2.5% |
| YTD | -1.5% | +17.8% | -19.3% | -9.5% |
| 1Y | -4.8% | +13.6% | -18.4% | -11.2% |
| 3Y | +57.5% | +89.2% | -31.7% | +15.9% |
| 5Y | -5.5% | +51.1% | -56.6% | -24.9% |
| 10Y | +357.8% | +228.1% | +129.7% | +167.4% |
| All | +448.2% | +327.3% | +120.9% | +196.2% |
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 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