+27.0%
UNH vs ALLE
+18.6%
+8.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.8% | -0.5% | +1.1% |
| 7D | +0.6% | +6.7% | -6.1% | +0.1% |
| 30D | +8.1% | +25.4% | -17.3% | +6.6% |
| 3M | +1.1% | +16.9% | -15.9% | -0.1% |
| 6M | +11.7% | +46.6% | -34.8% | +8.9% |
| YTD | +26.5% | +22.4% | +4.1% | +23.7% |
| 1Y | +27.0% | +17.7% | +9.3% | +28.5% |
| All | +27.0% | +18.6% | +8.5% | +28.5% |
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