+40.6%
UNP vs ALLE
+54.3%
-13.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.2% |
| 7D | -2.1% | -0.8% | -1.3% | -1.8% |
| 30D | +7.3% | +27.4% | -20.1% | -1.4% |
| 3M | +3.6% | +13.8% | -10.2% | -1.1% |
| 6M | +15.8% | +45.5% | -29.6% | +1.1% |
| YTD | +32.6% | +21.4% | +11.2% | +22.7% |
| 1Y | +37.2% | +15.4% | +21.9% | +29.2% |
| 3Y | +52.6% | +91.7% | -39.1% | +18.1% |
| 5Y | +40.6% | +54.5% | -14.0% | +14.9% |
| All | +40.6% | +54.3% | -13.7% | +14.9% |
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 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