+15.3%
TROW vs ALLE
+50.9%
-35.6%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -4.5% | -6.8% | +2.3% | -1.6% |
| 3M | +3.9% | +21.0% | -17.2% | -5.4% |
| 6M | +22.6% | +1.1% | +21.5% | +21.7% |
| YTD | +10.1% | -0.5% | +10.7% | +9.0% |
| 1Y | +3.6% | -7.3% | +10.8% | +6.3% |
| All | +15.3% | +50.9% | -35.6% | -12.2% |
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 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