+588.5%
UNH vs ALLE
+339.1%
+249.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | 0.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.5% |
| 30D | +4.8% | +26.6% | -21.8% | -3.3% |
| 3M | -1.7% | +13.2% | -14.9% | -6.1% |
| 6M | +5.9% | +42.9% | -37.0% | -7.2% |
| YTD | +22.8% | +21.0% | +1.8% | +13.4% |
| 1Y | +25.9% | +15.2% | +10.8% | +18.4% |
| 3Y | -21.4% | +95.6% | -117.0% | -41.1% |
| 5Y | -6.3% | +53.4% | -59.7% | -24.5% |
| 10Y | +231.0% | +221.5% | +9.5% | +94.8% |
| All | +588.5% | +339.1% | +249.4% | +267.6% |
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 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