+429.4%
NEE vs ALLE
+260.9%
+168.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.8% | -1.1% |
| 7D | +1.9% | -0.2% | +2.2% | +2.0% |
| 30D | -2.2% | -6.8% | +4.6% | -0.1% |
| 3M | -1.2% | +21.0% | -22.2% | -7.2% |
| 6M | -8.6% | +1.1% | -9.7% | -9.5% |
| YTD | +6.2% | -0.5% | +6.7% | +5.3% |
| 1Y | +21.1% | -7.3% | +28.4% | +22.6% |
| 3Y | +36.4% | +42.3% | -5.9% | +18.6% |
| 5Y | +11.4% | +13.5% | -2.1% | +2.0% |
| 10Y | +250.0% | +144.0% | +105.9% | +163.3% |
| All | +429.4% | +260.9% | +168.5% | +262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling