+1,198.4%
UMC vs ALLE
+233.6%
+964.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +2.8% | +4.7% | +6.6% |
| 7D | -9.2% | -0.6% | -8.5% | -8.8% |
| 30D | -35.1% | +26.6% | -61.8% | -40.3% |
| 3M | -20.5% | +13.2% | -33.6% | -24.1% |
| 6M | -1.7% | +42.9% | -44.6% | -14.4% |
| YTD | +92.8% | +21.0% | +71.7% | +77.4% |
| 1Y | +104.5% | +15.2% | +89.3% | +91.4% |
| 3Y | +129.8% | +95.6% | +34.2% | +71.8% |
| 5Y | +74.0% | +53.4% | +20.6% | +39.8% |
| 10Y | +1,198.4% | +221.5% | +976.9% | +848.2% |
| All | +1,198.4% | +233.6% | +964.8% | +848.2% |
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 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