+120.2%
NEM vs ALLE
+51.6%
+68.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | -6.4% | +3.6% | -10.0% | -7.3% |
| 30D | +1.4% | +25.9% | -24.5% | -5.2% |
| 3M | -0.7% | +15.8% | -16.5% | -5.0% |
| 6M | -4.5% | +48.1% | -52.6% | -15.2% |
| YTD | +14.0% | +22.0% | -7.9% | +6.8% |
| 1Y | +27.3% | +18.0% | +9.3% | +20.2% |
| 3Y | +250.5% | +93.1% | +157.4% | +191.0% |
| All | +120.2% | +51.6% | +68.5% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling