+108.1%
UL vs ALLE
+211.7%
-103.6%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | 0.0% |
| 7D | +0.3% | +3.6% | -3.2% | -0.5% |
| 30D | +3.7% | +25.9% | -22.2% | -2.0% |
| 3M | +5.6% | +15.8% | -10.1% | +1.8% |
| 6M | +17.2% | +48.1% | -30.9% | +6.3% |
| YTD | +3.9% | +22.0% | -18.1% | -1.7% |
| 1Y | 0.0% | +18.0% | -18.1% | -4.6% |
| 3Y | +34.8% | +93.1% | -58.3% | +12.4% |
| 5Y | +32.4% | +52.1% | -19.7% | +15.4% |
| All | +108.1% | +211.7% | -103.6% | +49.5% |
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