+582.5%
UNH vs ALLE
+327.3%
+255.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.1% |
| 7D | -3.2% | -0.6% | -2.6% | -3.0% |
| 30D | +4.8% | +25.3% | -20.5% | -3.0% |
| 3M | -1.8% | +10.3% | -12.1% | -5.4% |
| 6M | +8.6% | +38.0% | -29.5% | -3.7% |
| YTD | +21.8% | +17.8% | +4.0% | +13.4% |
| 1Y | +25.8% | +13.6% | +12.2% | +18.8% |
| 3Y | -21.3% | +89.2% | -110.5% | -40.4% |
| 5Y | -5.3% | +51.1% | -56.4% | -23.4% |
| 10Y | +238.1% | +228.1% | +10.0% | +97.6% |
| All | +582.5% | +327.3% | +255.2% | +267.8% |
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 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