+147.6%
USB vs ALLE
+344.1%
-196.5%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.9% |
| 7D | +2.4% | +6.7% | -4.3% | -1.2% |
| 30D | +6.6% | +25.4% | -18.8% | -6.5% |
| 3M | -4.1% | +16.9% | -21.0% | -12.7% |
| 6M | +12.5% | +46.6% | -34.1% | -10.8% |
| YTD | +17.6% | +22.4% | -4.8% | +2.5% |
| 1Y | +36.5% | +17.7% | +18.8% | +21.6% |
| 3Y | +95.4% | +96.3% | -0.9% | +26.2% |
| 5Y | +26.1% | +57.4% | -31.3% | -9.1% |
| 10Y | +101.3% | +241.0% | -139.8% | -0.5% |
| All | +147.6% | +344.1% | -196.5% | +12.4% |
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 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