+486.8%
NEM vs ALLE
+327.3%
+159.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.2% |
| 7D | +13.4% | -0.6% | +14.0% | +13.6% |
| 30D | +6.5% | +25.3% | -18.8% | +1.7% |
| 3M | +14.9% | +10.3% | +4.6% | +12.5% |
| 6M | +5.5% | +38.0% | -32.5% | -1.4% |
| YTD | +21.9% | +17.8% | +4.1% | +17.3% |
| 1Y | +47.9% | +13.6% | +34.3% | +43.3% |
| 3Y | +238.2% | +89.2% | +149.0% | +199.2% |
| 5Y | +146.2% | +51.1% | +95.1% | +122.7% |
| 10Y | +309.3% | +228.1% | +81.2% | +228.9% |
| All | +486.8% | +327.3% | +159.5% | +346.7% |
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