+203.7%
UAL vs ALLE
+331.3%
-127.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -2.5% |
| 7D | +5.0% | 0.0% | +5.0% | +5.2% |
| 30D | -1.2% | +20.6% | -21.8% | -14.3% |
| 3M | -16.8% | +11.4% | -28.2% | -23.5% |
| 6M | +18.0% | +42.5% | -24.6% | -9.9% |
| YTD | -1.2% | +18.9% | -20.1% | -14.7% |
| 1Y | +14.3% | +14.2% | +0.2% | +1.6% |
| 3Y | +194.6% | +90.7% | +103.9% | +76.8% |
| 5Y | +109.6% | +52.5% | +57.1% | +45.5% |
| 10Y | +93.1% | +231.2% | -138.2% | -18.3% |
| All | +203.7% | +331.3% | -127.6% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling