+383.6%
UNP vs ALLE
+260.9%
+122.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.2% |
| 30D | -1.5% | -6.8% | +5.2% | +1.6% |
| 3M | +10.3% | +21.0% | -10.8% | +0.5% |
| 6M | +9.7% | +1.1% | +8.6% | +8.2% |
| YTD | +27.1% | -0.5% | +27.6% | +25.9% |
| 1Y | +32.6% | -7.3% | +39.8% | +35.3% |
| 3Y | +40.0% | +42.3% | -2.3% | +14.2% |
| 5Y | +50.8% | +13.5% | +37.4% | +33.9% |
| 10Y | +278.6% | +144.0% | +134.6% | +124.4% |
| All | +383.6% | +260.9% | +122.7% | +143.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling