+145.1%
NI vs ALLE
+146.0%
-0.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | +0.4% |
| 7D | +1.3% | -2.2% | +3.4% | +2.0% |
| 30D | -0.3% | -8.3% | +8.1% | +2.6% |
| 3M | -9.5% | +16.3% | -25.7% | -14.4% |
| 6M | -10.2% | +1.8% | -12.0% | -11.5% |
| YTD | +1.8% | -3.9% | +5.7% | +1.9% |
| 1Y | +5.7% | -10.0% | +15.7% | +8.1% |
| 3Y | +69.6% | +45.8% | +23.8% | +42.6% |
| 5Y | +95.8% | +13.3% | +82.5% | +77.2% |
| 10Y | +145.1% | +155.3% | -10.2% | +75.5% |
| All | +145.1% | +146.0% | -0.9% | +75.5% |
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