-26.0%
NOW vs ALLE
+51.8%
-77.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -2.9% | -3.0% | -4.5% |
| 7D | -6.7% | 0.0% | -6.7% | -6.7% |
| 30D | -25.8% | +20.6% | -46.4% | -33.2% |
| 3M | -12.7% | +11.4% | -24.1% | -18.1% |
| 6M | +11.2% | +42.5% | -31.3% | -9.6% |
| YTD | -33.2% | +18.9% | -52.1% | -40.9% |
| 1Y | -41.8% | +14.2% | -56.0% | -47.3% |
| 3Y | -15.7% | +90.7% | -106.3% | -50.5% |
| 5Y | -26.0% | +52.5% | -78.5% | -48.6% |
| All | -26.0% | +51.8% | -77.9% | -48.6% |
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