+385.1%
NI vs ALLE
+260.9%
+124.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.7% | -1.0% |
| 7D | +2.0% | -0.2% | +2.2% | +2.1% |
| 30D | -3.5% | -6.8% | +3.3% | -1.4% |
| 3M | -9.1% | +21.0% | -30.2% | -15.0% |
| 6M | -11.8% | +1.1% | -12.9% | -12.8% |
| YTD | +1.1% | -0.5% | +1.6% | +0.1% |
| 1Y | +6.7% | -7.3% | +14.0% | +8.0% |
| 3Y | +71.1% | +42.3% | +28.8% | +46.7% |
| 5Y | +94.3% | +13.5% | +80.8% | +76.8% |
| 10Y | +135.8% | +144.0% | -8.3% | +66.5% |
| All | +385.1% | +260.9% | +124.2% | +207.2% |
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