+61.2%
UPS vs ALLE
+260.9%
-199.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.6% |
| 7D | -2.9% | -0.2% | -2.7% | -2.8% |
| 30D | -3.5% | -6.8% | +3.3% | -0.8% |
| 3M | -5.7% | +21.0% | -26.7% | -13.4% |
| 6M | -4.4% | +1.1% | -5.5% | -5.5% |
| YTD | +8.0% | -0.5% | +8.6% | +7.3% |
| 1Y | +29.0% | -7.3% | +36.3% | +31.6% |
| 3Y | -27.7% | +42.3% | -70.0% | -38.9% |
| 5Y | -34.3% | +13.5% | -47.8% | -40.6% |
| 10Y | +37.8% | +144.0% | -106.3% | -8.4% |
| All | +61.2% | +260.9% | -199.7% | -4.9% |
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 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