+342.6%
ALLE vs URA
+61.3%
+281.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -1.8% |
| 7D | 0.0% | -13.3% | +13.3% | +3.0% |
| 30D | +20.6% | -25.9% | +46.5% | +28.1% |
| 3M | +11.4% | -27.8% | +39.2% | +18.7% |
| 6M | +42.5% | -42.8% | +85.4% | +58.6% |
| YTD | +18.9% | -27.5% | +46.4% | +24.0% |
| 1Y | +14.2% | -35.1% | +49.3% | +21.7% |
| 3Y | +90.7% | +31.1% | +59.6% | +64.4% |
| 5Y | +52.5% | +29.8% | +22.7% | +27.2% |
| 10Y | +231.2% | +265.1% | -33.9% | +87.4% |
| All | +342.6% | +61.3% | +281.4% | +191.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling