+521.7%
NEM vs ALLE
+260.9%
+260.8%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.0% | -2.8% | -2.0% |
| 7D | +0.3% | -0.2% | +0.5% | +0.3% |
| 30D | +23.1% | -6.8% | +29.9% | +24.8% |
| 3M | +18.5% | +21.0% | -2.5% | +13.9% |
| 6M | +7.8% | +1.1% | +6.7% | +7.2% |
| YTD | +29.1% | -0.5% | +29.6% | +28.7% |
| 1Y | +72.7% | -7.3% | +79.9% | +74.3% |
| 3Y | +248.7% | +42.3% | +206.5% | +225.2% |
| 5Y | +148.7% | +13.5% | +135.2% | +136.7% |
| 10Y | +304.8% | +144.0% | +160.7% | +242.6% |
| All | +521.7% | +260.9% | +260.8% | +390.2% |
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