+40.2%
UNP vs ALLE
+51.6%
-11.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.9% |
| 7D | +4.2% | +3.6% | +0.7% | +3.0% |
| 30D | +5.6% | +25.9% | -20.3% | -2.6% |
| 3M | +2.0% | +15.8% | -13.7% | -3.2% |
| 6M | +15.4% | +48.1% | -32.7% | +0.1% |
| YTD | +32.7% | +22.0% | +10.8% | +22.6% |
| 1Y | +39.4% | +18.0% | +21.4% | +30.2% |
| 3Y | +54.3% | +93.1% | -38.8% | +19.1% |
| All | +40.2% | +51.6% | -11.4% | +15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling