-20.0%
UNH vs ALLE
+94.0%
-114.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +3.4% | +3.6% | -0.2% | +3.0% |
| 30D | +3.0% | +25.9% | -22.9% | +0.8% |
| 3M | +2.7% | +15.8% | -13.0% | +1.3% |
| 6M | +2.8% | +48.1% | -45.3% | -1.2% |
| YTD | +25.9% | +22.0% | +3.9% | +23.8% |
| 1Y | +25.8% | +18.0% | +7.8% | +24.2% |
| 3Y | -20.0% | +93.1% | -113.1% | -22.8% |
| All | -20.0% | +94.0% | -114.0% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling