+1,798.0%
UMC vs ALLE
+154.9%
+1,643.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.4% |
| 7D | +11.4% | -2.8% | +14.1% | +12.4% |
| 30D | +16.8% | -10.2% | +27.0% | +21.0% |
| 3M | +19.1% | +17.4% | +1.7% | +11.2% |
| 6M | +137.4% | +3.3% | +134.1% | +131.8% |
| YTD | +186.4% | -4.2% | +190.6% | +186.3% |
| 1Y | +229.1% | -10.5% | +239.6% | +236.7% |
| 3Y | +257.9% | +45.4% | +212.5% | +197.9% |
| 5Y | +137.5% | +11.9% | +125.6% | +112.4% |
| All | +1,798.0% | +154.9% | +1,643.1% | +1,358.0% |
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