+238.2%
NEM vs ALLE
+88.9%
+149.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.3% |
| 7D | +13.4% | -0.6% | +14.0% | +13.7% |
| 30D | +6.5% | +25.3% | -18.8% | -2.1% |
| 3M | +14.9% | +10.3% | +4.6% | +10.7% |
| 6M | +5.5% | +38.0% | -32.5% | -7.1% |
| YTD | +21.9% | +17.8% | +4.1% | +13.6% |
| 1Y | +47.9% | +13.6% | +34.3% | +39.7% |
| 3Y | +238.2% | +89.2% | +149.0% | +155.0% |
| All | +238.2% | +88.9% | +149.3% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling