+441.2%
NEE vs ALLE
+338.1%
+103.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | -3.4% | +1.6% | -4.9% | -3.8% |
| 30D | +9.0% | +24.1% | -15.1% | +2.0% |
| 3M | +0.2% | +14.8% | -14.7% | -4.2% |
| 6M | -8.5% | +45.9% | -54.4% | -19.0% |
| YTD | +8.6% | +20.7% | -12.2% | +1.3% |
| 1Y | +2.2% | +14.2% | -12.0% | -3.0% |
| 3Y | +69.1% | +90.7% | -21.6% | +34.1% |
| 5Y | +13.0% | +50.6% | -37.5% | -5.1% |
| 10Y | +288.0% | +208.9% | +79.1% | +172.9% |
| All | +441.2% | +338.1% | +103.1% | +249.0% |
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