+210.5%
ALLE vs URA
+277.9%
-67.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.5% | -0.6% | +0.5% |
| 7D | -0.8% | +2.9% | -3.7% | -1.5% |
| 30D | +27.4% | -10.8% | +38.2% | +30.0% |
| 3M | +13.8% | -25.5% | +39.4% | +20.4% |
| 6M | +45.5% | -41.2% | +86.7% | +60.8% |
| YTD | +21.4% | -21.3% | +42.7% | +24.3% |
| 1Y | +15.4% | -25.7% | +41.1% | +19.3% |
| 3Y | +91.7% | +43.1% | +48.6% | +61.7% |
| 5Y | +54.5% | +35.6% | +18.9% | +27.5% |
| 10Y | +210.5% | +281.3% | -70.8% | +58.8% |
| All | +210.5% | +277.9% | -67.4% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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