-37.1%
TROW vs ALLE
+17.8%
-54.9%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.6% |
| 7D | -1.3% | -0.2% | -1.1% | -1.2% |
| 30D | -4.5% | -6.8% | +2.3% | -0.4% |
| 3M | +3.9% | +21.0% | -17.2% | -8.8% |
| 6M | +22.6% | +1.1% | +21.5% | +20.4% |
| YTD | +10.1% | -0.5% | +10.7% | +8.1% |
| 1Y | +3.6% | -7.3% | +10.8% | +6.2% |
| 3Y | +12.4% | +42.3% | -29.8% | -17.9% |
| All | -37.1% | +17.8% | -54.9% | -47.9% |
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