+245.4%
NEE vs ALLE
+148.2%
+97.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | +1.1% | +2.8% | -1.7% | +0.2% |
| 30D | -0.2% | -7.6% | +7.4% | +2.3% |
| 3M | +0.5% | +22.8% | -22.2% | -6.6% |
| 6M | -6.5% | +4.6% | -11.1% | -8.6% |
| YTD | +6.7% | -1.2% | +7.9% | +6.0% |
| 1Y | +23.6% | -9.1% | +32.7% | +26.1% |
| 3Y | +37.1% | +50.0% | -12.9% | +15.2% |
| 5Y | +10.9% | +15.2% | -4.3% | +0.3% |
| 10Y | +245.4% | +151.1% | +94.3% | +166.5% |
| All | +245.4% | +148.2% | +97.1% | +166.5% |
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