+206.2%
UAL vs ALLE
+260.9%
-54.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 3M | +6.1% | +21.0% | -14.9% | -8.3% |
| 6M | +10.8% | +1.1% | +9.7% | +9.5% |
| YTD | -0.4% | -0.5% | +0.1% | -1.5% |
| 1Y | +5.0% | -7.3% | +12.3% | +9.0% |
| 3Y | +124.0% | +42.3% | +81.8% | +68.1% |
| 5Y | +141.0% | +13.5% | +127.5% | +108.1% |
| 10Y | +118.0% | +144.0% | -26.0% | +14.4% |
| All | +206.2% | +260.9% | -54.7% | +21.7% |
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