+15.2%
ALLE vs UUUU
+118.2%
-103.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.8% |
| 7D | +2.8% | +2.8% | 0.0% | +2.6% |
| 30D | -7.6% | +3.4% | -11.0% | -8.0% |
| 3M | +22.8% | -3.9% | +26.7% | +22.6% |
| 6M | +4.6% | -23.2% | +27.8% | +5.8% |
| YTD | -1.2% | +0.6% | -1.8% | -3.6% |
| 1Y | -9.1% | +22.9% | -32.0% | -14.9% |
| 3Y | +50.0% | +98.6% | -48.7% | +27.4% |
| 5Y | +15.2% | +130.2% | -115.0% | -6.6% |
| All | +15.2% | +118.2% | -103.0% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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