+17.6%
NEE vs ALLE
+49.9%
-32.3%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.5% | -1.2% |
| 7D | +3.9% | -0.6% | +4.4% | +4.1% |
| 30D | +12.8% | +25.3% | -12.5% | +5.4% |
| 3M | +3.6% | +10.3% | -6.7% | +0.3% |
| 6M | -7.5% | +38.0% | -45.5% | -16.6% |
| YTD | +10.7% | +17.8% | -7.1% | +4.4% |
| 1Y | +9.1% | +13.6% | -4.5% | +4.1% |
| 3Y | +61.0% | +89.2% | -28.2% | +25.4% |
| All | +17.6% | +49.9% | -32.3% | -2.1% |
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