+219.2%
ALLE vs URA
+278.3%
-59.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.8% |
| 7D | -0.6% | -4.1% | +3.6% | +0.2% |
| 30D | +25.3% | -19.0% | +44.3% | +30.6% |
| 3M | +10.3% | -25.1% | +35.4% | +16.5% |
| 6M | +38.0% | -44.5% | +82.5% | +54.4% |
| YTD | +17.8% | -24.3% | +42.1% | +21.6% |
| 1Y | +13.6% | -28.1% | +41.7% | +18.3% |
| 3Y | +89.2% | +40.7% | +48.5% | +59.9% |
| 5Y | +51.1% | +35.5% | +15.6% | +24.2% |
| All | +219.2% | +278.3% | -59.1% | +56.4% |
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