+1,218.8%
URI vs ALLE
+233.6%
+985.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +2.8% | +4.1% | +4.5% |
| 7D | -4.0% | -0.6% | -3.4% | -3.4% |
| 30D | +6.8% | +26.6% | -19.8% | -13.5% |
| 3M | -2.8% | +13.2% | -16.0% | -13.4% |
| 6M | +20.9% | +42.9% | -22.0% | -12.9% |
| YTD | +40.2% | +21.0% | +19.2% | +16.0% |
| 1Y | +34.1% | +15.2% | +18.9% | +15.8% |
| 3Y | +164.1% | +95.6% | +68.5% | +42.3% |
| 5Y | +199.3% | +53.4% | +145.9% | +97.3% |
| 10Y | +1,218.8% | +221.5% | +997.3% | +433.8% |
| All | +1,218.8% | +233.6% | +985.2% | +433.8% |
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