+62.6%
UMC vs ALLE
+49.9%
+12.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.9% | +4.4% | +3.9% |
| 7D | -17.0% | -0.6% | -16.4% | -16.7% |
| 30D | -40.6% | +25.3% | -65.9% | -45.7% |
| 3M | -27.9% | +10.3% | -38.1% | -30.8% |
| 6M | -7.5% | +38.0% | -45.5% | -20.3% |
| YTD | +79.3% | +17.8% | +61.5% | +64.7% |
| 1Y | +92.8% | +13.6% | +79.2% | +79.9% |
| 3Y | +108.2% | +89.2% | +19.0% | +40.3% |
| All | +62.6% | +49.9% | +12.7% | +17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling