+92.6%
UAL vs ALLE
+222.4%
-129.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +3.0% | +2.7% |
| 7D | +8.2% | -0.6% | +8.7% | +8.8% |
| 30D | +2.3% | +25.3% | -23.0% | -13.9% |
| 3M | -12.7% | +10.3% | -23.0% | -19.3% |
| 6M | +12.7% | +38.0% | -25.3% | -12.5% |
| YTD | +0.8% | +17.8% | -17.0% | -12.8% |
| 1Y | +17.8% | +13.6% | +4.2% | +4.7% |
| 3Y | +206.7% | +89.2% | +117.5% | +81.9% |
| 5Y | +113.9% | +51.1% | +62.8% | +47.6% |
| All | +92.6% | +222.4% | -129.8% | -7.1% |
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