-5.8%
NI vs ALLE
+39.2%
-45.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | -0.9% | -0.6% | -0.4% | -0.8% |
| 30D | +9.6% | +25.3% | -15.7% | +6.0% |
| 3M | +2.5% | +10.3% | -7.8% | +0.9% |
| 6M | -5.8% | +38.0% | -43.9% | -11.7% |
| All | -5.8% | +39.2% | -45.0% | -11.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling