+221.5%
ALLE vs URA
+307.1%
-85.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.2% | -3.4% | +1.5% |
| 7D | -0.6% | +4.3% | -4.9% | -1.5% |
| 30D | +26.6% | -11.7% | +38.3% | +29.6% |
| 3M | +13.2% | -23.5% | +36.7% | +19.0% |
| 6M | +42.9% | -37.8% | +80.6% | +56.1% |
| YTD | +21.0% | -19.6% | +40.7% | +23.5% |
| 1Y | +15.2% | -24.8% | +39.9% | +18.8% |
| 3Y | +95.6% | +47.0% | +48.6% | +64.0% |
| 5Y | +53.4% | +35.4% | +18.1% | +26.7% |
| 10Y | +221.5% | +302.3% | -80.9% | +54.0% |
| All | +221.5% | +307.1% | -85.7% | +54.0% |
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