+247.4%
UNH vs ALLE
+148.2%
+99.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.2% |
| 7D | +1.1% | +2.8% | -1.6% | +0.2% |
| 30D | -1.5% | -7.6% | +6.1% | +1.0% |
| 3M | -0.8% | +22.8% | -23.6% | -8.2% |
| 6M | +41.8% | +4.6% | +37.2% | +38.3% |
| YTD | +23.1% | -1.2% | +24.3% | +22.0% |
| 1Y | +28.5% | -9.1% | +37.7% | +31.2% |
| 3Y | -11.8% | +50.0% | -61.7% | -27.6% |
| 5Y | +5.3% | +15.2% | -9.9% | -5.1% |
| 10Y | +247.4% | +151.1% | +96.4% | +128.9% |
| All | +247.4% | +148.2% | +99.2% | +128.9% |
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