+26.1%
USB vs ALLE
+58.3%
-32.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.1% |
| 7D | +2.4% | +6.7% | -4.3% | -0.7% |
| 30D | +6.6% | +25.4% | -18.8% | -4.8% |
| 3M | -4.1% | +16.9% | -21.0% | -11.5% |
| 6M | +12.5% | +46.6% | -34.1% | -8.3% |
| YTD | +17.6% | +22.4% | -4.8% | +4.6% |
| 1Y | +36.5% | +17.7% | +18.8% | +23.9% |
| 3Y | +95.4% | +96.3% | -0.9% | +29.9% |
| 5Y | +26.1% | +57.4% | -31.3% | -8.3% |
| All | +26.1% | +58.3% | -32.2% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling