+1,503.0%
URI vs ALLE
+331.3%
+1,171.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -2.9% | -4.2% | -4.7% |
| 7D | -12.9% | 0.0% | -13.0% | -13.0% |
| 30D | -3.4% | +20.6% | -24.0% | -18.2% |
| 3M | -10.0% | +11.4% | -21.4% | -18.6% |
| 6M | +12.2% | +42.5% | -30.4% | -18.5% |
| YTD | +29.8% | +18.9% | +10.9% | +9.3% |
| 1Y | +24.6% | +14.2% | +10.4% | +8.6% |
| 3Y | +137.6% | +90.7% | +46.9% | +33.1% |
| 5Y | +176.6% | +52.5% | +124.1% | +85.4% |
| 10Y | +1,402.6% | +231.2% | +1,171.3% | +446.1% |
| All | +1,503.0% | +331.3% | +1,171.6% | +383.1% |
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