+139.2%
UAL vs ALLE
+13.7%
+125.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.8% |
| 7D | +0.7% | -0.2% | +0.9% | +0.9% |
| 30D | -16.1% | -6.8% | -9.3% | -11.9% |
| 3M | +6.1% | +21.0% | -14.9% | -7.4% |
| 6M | +10.8% | +1.1% | +9.7% | +9.5% |
| YTD | -0.4% | -0.5% | +0.1% | -1.7% |
| 1Y | +5.0% | -7.3% | +12.3% | +8.6% |
| 3Y | +124.0% | +42.3% | +81.8% | +70.2% |
| All | +139.2% | +13.7% | +125.4% | +88.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling