+11.5%
NEE vs ALLE
+51.6%
-40.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | -2.1% | +3.6% | -5.7% | -3.1% |
| 30D | +8.6% | +25.9% | -17.3% | +1.3% |
| 3M | -0.3% | +15.8% | -16.0% | -4.8% |
| 6M | -8.9% | +48.1% | -57.0% | -19.6% |
| YTD | +8.3% | +22.0% | -13.6% | +1.1% |
| 1Y | +4.3% | +18.0% | -13.8% | -1.7% |
| 3Y | +70.7% | +93.1% | -22.3% | +32.3% |
| All | +11.5% | +51.6% | -40.1% | -7.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling