+91.0%
ALLE vs URA
+30.2%
+60.7%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -2.3% |
| 7D | 0.0% | -13.3% | +13.3% | +1.6% |
| 30D | +20.6% | -25.9% | +46.5% | +24.6% |
| 3M | +11.4% | -27.8% | +39.2% | +15.3% |
| 6M | +42.5% | -42.8% | +85.4% | +51.1% |
| YTD | +18.9% | -27.5% | +46.4% | +22.1% |
| 1Y | +14.2% | -35.1% | +49.3% | +18.5% |
| All | +91.0% | +30.2% | +60.7% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling