+284.1%
UNP vs ALLE
+217.2%
+66.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.8% | +1.5% |
| 7D | -0.9% | +0.1% | -1.0% | -0.9% |
| 30D | +8.0% | +25.9% | -17.9% | -3.0% |
| 3M | +3.3% | +14.9% | -11.5% | -3.3% |
| 6M | +14.7% | +42.1% | -27.4% | -3.3% |
| YTD | +31.9% | +20.4% | +11.5% | +19.4% |
| 1Y | +37.1% | +14.9% | +22.3% | +26.7% |
| 3Y | +51.9% | +90.1% | -38.2% | +7.4% |
| 5Y | +39.3% | +53.0% | -13.7% | +6.7% |
| 10Y | +284.1% | +208.8% | +75.3% | +115.7% |
| All | +284.1% | +217.2% | +66.9% | +115.7% |
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