+92.7%
USB vs ALLE
+225.5%
-132.8%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -0.4% |
| 7D | -1.5% | 0.0% | -1.5% | -1.5% |
| 30D | +4.3% | +20.6% | -16.3% | -6.9% |
| 3M | -6.1% | +11.4% | -17.5% | -12.4% |
| 6M | +9.4% | +42.5% | -33.1% | -12.9% |
| YTD | +15.2% | +18.9% | -3.7% | +1.3% |
| 1Y | +32.8% | +14.2% | +18.6% | +19.7% |
| 3Y | +91.3% | +90.7% | +0.6% | +22.0% |
| 5Y | +22.7% | +52.5% | -29.8% | -11.8% |
| All | +92.7% | +225.5% | -132.8% | -0.4% |
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