+52.5%
ALLE vs URA
+27.0%
+25.5%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -2.0% |
| 7D | 0.0% | -13.3% | +13.3% | +2.4% |
| 30D | +20.6% | -25.9% | +46.5% | +26.7% |
| 3M | +11.4% | -27.8% | +39.2% | +17.3% |
| 6M | +42.5% | -42.8% | +85.4% | +55.7% |
| YTD | +18.9% | -27.5% | +46.4% | +23.0% |
| 1Y | +14.2% | -35.1% | +49.3% | +20.3% |
| 3Y | +90.7% | +31.1% | +59.6% | +64.7% |
| 5Y | +52.5% | +29.8% | +22.7% | +25.2% |
| All | +52.5% | +27.0% | +25.5% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling