+278.9%
UNP vs ALLE
+211.7%
+67.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.0% |
| 7D | +4.2% | +3.6% | +0.7% | +2.6% |
| 30D | +5.6% | +25.9% | -20.3% | -5.2% |
| 3M | +2.0% | +15.8% | -13.7% | -4.9% |
| 6M | +15.4% | +48.1% | -32.7% | -4.6% |
| YTD | +32.7% | +22.0% | +10.8% | +19.4% |
| 1Y | +39.4% | +18.0% | +21.4% | +27.2% |
| 3Y | +54.3% | +93.1% | -38.8% | +8.3% |
| 5Y | +39.6% | +52.1% | -12.4% | +7.5% |
| All | +278.9% | +211.7% | +67.2% | +110.4% |
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