+13.3%
ALLE vs NTR
+55.5%
-42.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | 0.0% | -2.8% | -2.8% |
| 7D | -2.2% | +0.5% | -2.7% | -2.2% |
| 30D | -8.3% | +21.7% | -30.1% | -11.0% |
| 3M | +16.3% | +22.8% | -6.5% | +12.5% |
| 6M | +1.8% | +8.2% | -6.4% | 0.0% |
| YTD | -3.9% | +32.9% | -36.9% | -9.3% |
| 1Y | -10.0% | +45.3% | -55.4% | -16.7% |
| 3Y | +45.8% | +41.7% | +4.2% | +33.8% |
| 5Y | +13.3% | +49.8% | -36.5% | -6.4% |
| All | +13.3% | +55.5% | -42.3% | -6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling