+167.9%
ALLE vs NTR
+81.1%
+86.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.6% | -0.3% | +3.9% | +3.7% |
| 30D | +25.9% | +2.0% | +23.9% | +25.2% |
| 3M | +15.8% | +6.4% | +9.4% | +13.6% |
| 6M | +48.1% | +1.6% | +46.5% | +46.6% |
| YTD | +22.0% | +18.2% | +3.7% | +14.0% |
| 1Y | +18.0% | +23.9% | -5.9% | +8.6% |
| 3Y | +93.1% | +44.7% | +48.4% | +65.5% |
| 5Y | +52.1% | +21.3% | +30.7% | +26.4% |
| All | +167.9% | +81.1% | +86.8% | +67.4% |
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