+11.9%
ALLE vs NYT
+39.3%
-27.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -2.8% | -0.7% | -2.0% | -2.6% |
| 30D | -10.2% | +4.5% | -14.6% | -11.1% |
| 3M | +17.4% | -8.5% | +26.0% | +18.9% |
| 6M | +3.3% | -15.1% | +18.4% | +6.4% |
| YTD | -4.2% | -3.3% | -0.9% | -5.1% |
| 1Y | -10.5% | +17.0% | -27.5% | -16.1% |
| 3Y | +45.4% | +55.7% | -10.3% | +22.6% |
| 5Y | +11.9% | +38.9% | -26.9% | -10.4% |
| All | +11.9% | +39.3% | -27.3% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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