+99.3%
UL vs ALLE
+233.6%
-134.4%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | +0.3% |
| 7D | +0.3% | -0.6% | +0.9% | +0.4% |
| 30D | +7.0% | +26.6% | -19.6% | +1.1% |
| 3M | +5.8% | +13.2% | -7.4% | +2.5% |
| 6M | +16.1% | +42.9% | -26.8% | +6.2% |
| YTD | +4.5% | +21.0% | -16.6% | -0.9% |
| 1Y | -1.3% | +15.2% | -16.4% | -5.3% |
| 3Y | +35.0% | +95.6% | -60.6% | +12.3% |
| 5Y | +31.9% | +53.4% | -21.5% | +14.8% |
| 10Y | +99.3% | +221.5% | -122.2% | +43.1% |
| All | +99.3% | +233.6% | -134.4% | +43.1% |
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