+214.3%
UNH vs ALLE
+208.6%
+5.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.7% |
| 7D | +2.4% | +1.6% | +0.8% | +1.8% |
| 30D | +7.2% | +24.1% | -16.8% | -0.4% |
| 3M | +0.5% | +14.8% | -14.3% | -4.4% |
| 6M | +3.4% | +45.9% | -42.5% | -9.9% |
| YTD | +25.2% | +20.7% | +4.4% | +15.7% |
| 1Y | +22.7% | +14.2% | +8.5% | +15.8% |
| 3Y | -20.3% | +90.7% | -111.0% | -40.0% |
| 5Y | -3.4% | +50.6% | -53.9% | -21.4% |
| All | +214.3% | +208.6% | +5.7% | +96.6% |
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