+31.1%
UL vs ALLE
+49.9%
-18.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -2.3% |
| 7D | +1.1% | -0.6% | +1.7% | +1.3% |
| 30D | +8.2% | +25.3% | -17.1% | +3.1% |
| 3M | +4.5% | +10.3% | -5.7% | +2.2% |
| 6M | +12.6% | +38.0% | -25.5% | +4.7% |
| YTD | +3.5% | +17.8% | -14.2% | -0.6% |
| 1Y | -0.4% | +13.6% | -14.0% | -3.7% |
| 3Y | +36.0% | +89.2% | -53.2% | +16.0% |
| All | +31.1% | +49.9% | -18.8% | +17.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling