+218.2%
UAL vs ALLE
+344.1%
-125.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.8% | +6.2% | +6.7% |
| 7D | +11.9% | +6.7% | +5.3% | +7.0% |
| 30D | +5.2% | +25.4% | -20.2% | -11.3% |
| 3M | -12.7% | +16.9% | -29.7% | -22.6% |
| 6M | +28.5% | +46.6% | -18.0% | -3.8% |
| YTD | +3.5% | +22.4% | -18.9% | -12.6% |
| 1Y | +27.5% | +17.7% | +9.8% | +10.8% |
| 3Y | +208.6% | +96.3% | +112.3% | +81.3% |
| 5Y | +135.6% | +57.4% | +78.2% | +59.7% |
| 10Y | +102.3% | +241.0% | -138.8% | -16.2% |
| All | +218.2% | +344.1% | -125.9% | +8.0% |
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 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