+70.7%
UPS vs ALLE
+327.3%
-256.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.5% | -2.1% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | +17.3% | +25.3% | -8.0% | +6.9% |
| 3M | +6.6% | +10.3% | -3.7% | +2.2% |
| 6M | +12.0% | +38.0% | -26.0% | -2.7% |
| YTD | +14.4% | +17.8% | -3.4% | +5.9% |
| 1Y | +23.3% | +13.6% | +9.7% | +15.8% |
| 3Y | -9.6% | +89.2% | -98.8% | -32.1% |
| 5Y | -34.1% | +51.1% | -85.2% | -46.8% |
| 10Y | +49.5% | +228.1% | -178.6% | -10.8% |
| All | +70.7% | +327.3% | -256.6% | -6.1% |
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