+451.7%
NEE vs ALLE
+327.3%
+124.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +5.2% |
| 3M | +3.6% | +10.3% | -6.7% | +0.3% |
| 6M | -7.5% | +38.0% | -45.5% | -16.8% |
| YTD | +10.7% | +17.8% | -7.1% | +4.1% |
| 1Y | +9.1% | +13.6% | -4.5% | +3.7% |
| 3Y | +61.0% | +89.2% | -28.2% | +28.0% |
| 5Y | +16.3% | +51.1% | -34.8% | -2.5% |
| 10Y | +264.6% | +228.1% | +36.5% | +154.4% |
| All | +451.7% | +327.3% | +124.4% | +258.6% |
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