+21.9%
URI vs ALLE
+43.7%
-21.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.8% | -6.1% | -5.3% |
| 7D | -4.3% | +6.7% | -11.0% | -7.7% |
| 30D | +4.6% | +25.4% | -20.8% | -8.2% |
| 3M | -2.1% | +16.9% | -19.1% | -10.4% |
| 6M | +21.9% | +46.6% | -24.6% | -2.2% |
| All | +21.9% | +43.7% | -21.8% | -2.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling