+106.7%
NI vs ALLE
+49.9%
+56.8%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.4% |
| 7D | -0.9% | -0.6% | -0.4% | -0.8% |
| 30D | +9.6% | +25.3% | -15.7% | +3.9% |
| 3M | +2.5% | +10.3% | -7.8% | 0.0% |
| 6M | -5.8% | +38.0% | -43.9% | -13.2% |
| YTD | +8.6% | +17.8% | -9.2% | +3.5% |
| 1Y | +6.0% | +13.6% | -7.6% | +1.9% |
| 3Y | +91.0% | +89.2% | +1.8% | +57.1% |
| All | +106.7% | +49.9% | +56.8% | +75.3% |
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