+332.4%
NEM vs ALLE
+233.6%
+98.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.9% |
| 7D | +14.7% | -0.6% | +15.4% | +14.9% |
| 30D | +6.2% | +26.6% | -20.4% | +0.9% |
| 3M | +11.0% | +13.2% | -2.2% | +8.0% |
| 6M | +7.9% | +42.9% | -35.0% | -0.2% |
| YTD | +26.2% | +21.0% | +5.1% | +20.5% |
| 1Y | +51.5% | +15.2% | +36.3% | +46.1% |
| 3Y | +290.6% | +95.6% | +195.0% | +241.7% |
| 5Y | +153.1% | +53.4% | +99.7% | +126.8% |
| 10Y | +332.4% | +221.5% | +110.9% | +273.4% |
| All | +332.4% | +233.6% | +98.8% | +273.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling