+123.8%
UL vs ALLE
+327.3%
-203.5%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.3% |
| 3M | +4.5% | +10.3% | -5.7% | +1.8% |
| 6M | +12.6% | +38.0% | -25.5% | +3.4% |
| YTD | +3.5% | +17.8% | -14.2% | -1.3% |
| 1Y | -0.4% | +13.6% | -14.0% | -4.3% |
| 3Y | +36.0% | +89.2% | -53.2% | +13.2% |
| 5Y | +30.9% | +51.1% | -20.1% | +13.7% |
| 10Y | +97.5% | +228.1% | -130.6% | +32.4% |
| All | +123.8% | +327.3% | -203.5% | +43.2% |
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