+115.0%
UMC vs ALLE
+18.6%
+96.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.8% | -3.8% | -1.9% |
| 7D | -14.7% | +6.7% | -21.3% | -14.0% |
| 30D | -32.9% | +25.4% | -58.3% | -31.2% |
| 3M | -22.2% | +16.9% | -39.1% | -20.1% |
| 6M | +25.9% | +46.6% | -20.7% | +25.3% |
| YTD | +107.9% | +22.4% | +85.5% | +118.3% |
| 1Y | +115.0% | +17.7% | +97.3% | +127.3% |
| All | +115.0% | +18.6% | +96.5% | +127.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling