+1,800.9%
UMC vs ALLE
+260.9%
+1,540.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.2% |
| 7D | +5.0% | -0.2% | +5.2% | +5.0% |
| 30D | +7.7% | -6.8% | +14.5% | +10.1% |
| 3M | +1.7% | +21.0% | -19.4% | -5.7% |
| 6M | +113.9% | +1.1% | +112.8% | +111.0% |
| YTD | +168.9% | -0.5% | +169.4% | +165.6% |
| 1Y | +207.2% | -7.3% | +214.5% | +210.4% |
| 3Y | +227.7% | +42.3% | +185.4% | +178.2% |
| 5Y | +118.0% | +13.5% | +104.6% | +95.9% |
| 10Y | +1,682.1% | +144.0% | +1,538.1% | +1,177.5% |
| All | +1,800.9% | +260.9% | +1,540.1% | +1,136.7% |
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