+32.6%
UNP vs ALLE
-5.8%
+38.4%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.1% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -1.5% | -6.8% | +5.2% | +0.5% |
| 3M | +10.3% | +21.0% | -10.8% | +3.3% |
| 6M | +9.7% | +1.1% | +8.6% | +8.9% |
| YTD | +27.1% | -0.5% | +27.6% | +24.2% |
| 1Y | +32.6% | -7.3% | +39.8% | +32.9% |
| All | +32.6% | -5.8% | +38.4% | +32.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling