-18.6%
NRG vs ALLE
-5.8%
-12.7%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +6.1% |
| 7D | +7.1% | -0.2% | +7.3% | +7.2% |
| 30D | -1.4% | -6.8% | +5.4% | +0.3% |
| 3M | -10.5% | +21.0% | -31.5% | -16.5% |
| 6M | -26.7% | +1.1% | -27.8% | -29.5% |
| YTD | -24.5% | -0.5% | -24.0% | -26.9% |
| 1Y | -18.6% | -7.3% | -11.3% | -20.6% |
| All | -18.6% | -5.8% | -12.7% | -20.6% |
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 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