+131.7%
TROW vs ALLE
+146.0%
-14.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.2% | +0.2% |
| 7D | -1.5% | -2.2% | +0.7% | -0.1% |
| 30D | -5.3% | -8.3% | +3.0% | 0.0% |
| 3M | +2.9% | +16.3% | -13.3% | -7.6% |
| 6M | +22.2% | +1.8% | +20.4% | +18.8% |
| YTD | +8.1% | -3.9% | +12.0% | +8.1% |
| 1Y | +5.8% | -10.0% | +15.8% | +10.2% |
| 3Y | +14.0% | +45.8% | -31.8% | -16.6% |
| 5Y | -38.3% | +13.3% | -51.5% | -47.2% |
| 10Y | +131.7% | +155.3% | -23.6% | +24.4% |
| All | +131.7% | +146.0% | -14.3% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling