+100.2%
UAL vs ALLE
+233.6%
-133.4%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +4.7% |
| 7D | +10.2% | -0.6% | +10.8% | +10.9% |
| 30D | +12.0% | +26.6% | -14.6% | -6.4% |
| 3M | -7.1% | +13.2% | -20.3% | -15.7% |
| 6M | +20.9% | +42.9% | -22.0% | -8.4% |
| YTD | +7.7% | +21.0% | -13.4% | -8.6% |
| 1Y | +23.6% | +15.2% | +8.4% | +8.8% |
| 3Y | +222.6% | +95.6% | +127.0% | +86.8% |
| 5Y | +127.9% | +53.4% | +74.5% | +55.7% |
| 10Y | +100.2% | +221.5% | -121.3% | -4.3% |
| All | +100.2% | +233.6% | -133.4% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling