-34.4%
UPS vs ALLE
+52.7%
-87.1%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.3% | -1.6% |
| 7D | -0.6% | +1.6% | -2.2% | -1.2% |
| 30D | +16.4% | +24.1% | -7.6% | +5.9% |
| 3M | +7.9% | +14.8% | -6.9% | +1.4% |
| 6M | +15.8% | +45.9% | -30.0% | -3.0% |
| YTD | +16.6% | +20.7% | -4.2% | +6.1% |
| 1Y | +22.3% | +14.2% | +8.1% | +14.2% |
| 3Y | -6.2% | +90.7% | -96.9% | -32.6% |
| 5Y | -34.4% | +50.6% | -85.0% | -48.4% |
| All | -34.4% | +52.7% | -87.1% | -48.4% |
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 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