+50.4%
ALLE vs URA
+33.4%
+17.0%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.4% | -5.3% | -1.7% |
| 7D | -0.6% | -4.1% | +3.6% | +0.1% |
| 30D | +25.3% | -19.0% | +44.3% | +29.7% |
| 3M | +10.3% | -25.1% | +35.4% | +15.4% |
| 6M | +38.0% | -44.5% | +82.5% | +51.7% |
| YTD | +17.8% | -24.3% | +42.1% | +21.0% |
| 1Y | +13.6% | -28.1% | +41.7% | +17.5% |
| 3Y | +89.2% | +40.7% | +48.5% | +60.8% |
| All | +50.4% | +33.4% | +17.0% | +23.0% |
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 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