+129.2%
ALLE vs NIO
-43.5%
+172.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.9% | -6.9% | -1.3% |
| 7D | -0.6% | +5.6% | -6.2% | -0.9% |
| 30D | +25.3% | -4.2% | +29.6% | +25.6% |
| 3M | +10.3% | -26.3% | +36.6% | +12.1% |
| 6M | +38.0% | -42.5% | +80.6% | +42.0% |
| YTD | +17.8% | -33.5% | +51.3% | +19.7% |
| 1Y | +13.6% | -52.7% | +66.3% | +17.7% |
| 3Y | +89.2% | -57.5% | +146.7% | +92.3% |
| 5Y | +51.1% | -92.0% | +143.0% | +61.1% |
| All | +129.2% | -43.5% | +172.7% | +113.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 NIO 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