+44.3%
UPS vs ALLE
+233.6%
-189.3%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.3% | +1.3% |
| 7D | +1.1% | -0.6% | +1.8% | +1.5% |
| 30D | +17.3% | +26.6% | -9.3% | +6.1% |
| 3M | +7.9% | +13.2% | -5.3% | +2.1% |
| 6M | +13.7% | +42.9% | -29.1% | -3.2% |
| YTD | +17.2% | +21.0% | -3.9% | +6.9% |
| 1Y | +23.2% | +15.2% | +8.1% | +14.8% |
| 3Y | -5.9% | +95.6% | -101.5% | -31.3% |
| 5Y | -33.1% | +53.4% | -86.5% | -46.9% |
| 10Y | +44.3% | +221.5% | -177.2% | -14.4% |
| All | +44.3% | +233.6% | -189.3% | -14.4% |
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