+281.9%
NEE vs ALLE
+233.6%
+48.2%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -1.0% |
| 7D | +2.2% | -0.6% | +2.8% | +2.4% |
| 30D | +12.3% | +26.6% | -14.4% | +3.7% |
| 3M | +3.4% | +13.2% | -9.8% | -1.0% |
| 6M | -5.3% | +42.9% | -48.2% | -16.5% |
| YTD | +10.6% | +21.0% | -10.5% | +2.5% |
| 1Y | +6.5% | +15.2% | -8.7% | +0.4% |
| 3Y | +73.5% | +95.6% | -22.1% | +33.1% |
| 5Y | +17.0% | +53.4% | -36.5% | -4.1% |
| 10Y | +281.9% | +221.5% | +60.4% | +177.6% |
| All | +281.9% | +233.6% | +48.2% | +177.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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