+117.7%
UL vs ALLE
+260.9%
-143.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.3% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | +0.5% | -6.8% | +7.3% | +2.2% |
| 3M | +17.6% | +21.0% | -3.4% | +11.8% |
| 6M | -5.4% | +1.1% | -6.5% | -6.1% |
| YTD | +0.7% | -0.5% | +1.2% | +0.2% |
| 1Y | -9.3% | -7.3% | -2.0% | -8.2% |
| 3Y | +24.5% | +42.3% | -17.7% | +11.5% |
| 5Y | +23.2% | +13.5% | +9.7% | +15.1% |
| 10Y | +64.5% | +144.0% | -79.6% | +19.5% |
| All | +117.7% | +260.9% | -143.1% | +45.5% |
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 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