-49.7%
NRG vs ALLE
+18.6%
-68.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +1.8% | -15.3% | -13.8% |
| 7D | -13.7% | +6.7% | -20.4% | -14.9% |
| 30D | -13.6% | +25.4% | -39.0% | -18.2% |
| 3M | -28.5% | +16.9% | -45.5% | -30.8% |
| 6M | -45.8% | +46.6% | -92.3% | -52.5% |
| YTD | -46.9% | +22.4% | -69.4% | -51.7% |
| 1Y | -49.7% | +17.7% | -67.4% | -53.5% |
| All | -49.7% | +18.6% | -68.3% | -53.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling