-34.7%
TROW vs ALLE
+53.5%
-88.2%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.4% |
| 7D | +4.4% | +0.1% | +4.3% | +4.4% |
| 30D | +5.5% | +25.9% | -20.5% | -8.3% |
| 3M | -1.3% | +14.9% | -16.2% | -9.6% |
| 6M | +7.9% | +42.1% | -34.2% | -14.3% |
| YTD | +12.6% | +20.4% | -7.7% | -1.8% |
| 1Y | +13.3% | +14.9% | -1.5% | +2.0% |
| 3Y | +38.6% | +90.1% | -51.5% | -16.8% |
| 5Y | -34.7% | +53.0% | -87.7% | -56.0% |
| All | -34.7% | +53.5% | -88.2% | -56.0% |
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