+107.5%
UL vs ALLE
+208.6%
-101.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | -2.5% | +1.6% | -4.0% | -2.8% |
| 30D | +5.7% | +24.1% | -18.4% | +0.3% |
| 3M | +7.0% | +14.8% | -7.8% | +3.3% |
| 6M | +16.1% | +45.9% | -29.8% | +5.6% |
| YTD | +3.6% | +20.7% | -17.2% | -1.7% |
| 1Y | -1.4% | +14.2% | -15.6% | -5.2% |
| 3Y | +34.1% | +90.7% | -56.6% | +12.1% |
| 5Y | +32.0% | +50.6% | -18.6% | +15.3% |
| All | +107.5% | +208.6% | -101.0% | +49.4% |
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