+111.0%
ALLE vs NTR
+103.7%
+7.3%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -2.2% | +0.5% | -2.7% | -2.3% |
| 30D | -8.3% | +21.7% | -30.1% | -13.2% |
| 3M | +16.3% | +22.8% | -6.5% | +9.5% |
| 6M | +1.8% | +8.2% | -6.4% | -1.5% |
| YTD | -3.9% | +32.9% | -36.9% | -12.9% |
| 1Y | -10.0% | +45.3% | -55.4% | -21.0% |
| 3Y | +45.8% | +41.7% | +4.2% | +26.5% |
| 5Y | +13.3% | +49.8% | -36.5% | -12.6% |
| All | +111.0% | +103.7% | +7.3% | +27.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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