+17.4%
ALLE vs URA
+128.0%
-110.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.9% |
| 7D | -0.2% | +1.1% | -1.3% | -0.4% |
| 30D | -6.8% | +7.4% | -14.2% | -8.0% |
| 3M | +21.0% | -8.4% | +29.4% | +22.3% |
| 6M | +1.1% | -12.7% | +13.8% | +2.6% |
| YTD | -0.5% | +7.8% | -8.3% | -3.4% |
| 1Y | -7.3% | +19.5% | -26.7% | -12.7% |
| 3Y | +42.3% | +116.4% | -74.2% | +14.0% |
| All | +17.4% | +128.0% | -110.6% | -9.9% |
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