+154.7%
USB vs ALLE
+260.9%
-106.1%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +1.4% | -0.2% | +1.7% | +1.6% |
| 30D | -1.3% | -6.8% | +5.5% | +2.5% |
| 3M | +15.2% | +21.0% | -5.8% | +2.3% |
| 6M | +18.8% | +1.1% | +17.7% | +16.4% |
| YTD | +21.0% | -0.5% | +21.5% | +19.0% |
| 1Y | +34.0% | -7.3% | +41.3% | +36.8% |
| 3Y | +95.3% | +42.3% | +53.1% | +52.4% |
| 5Y | +40.4% | +13.5% | +26.9% | +22.4% |
| 10Y | +107.3% | +144.0% | -36.7% | +21.8% |
| All | +154.7% | +260.9% | -106.1% | +30.5% |
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