+1,065.2%
NRG vs ALLE
+158.4%
+906.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +1.0% |
| 7D | -4.7% | -2.4% | -2.3% | -3.6% |
| 30D | -6.0% | -7.7% | +1.7% | -2.6% |
| 3M | -8.0% | +15.2% | -23.1% | -14.1% |
| 6M | -23.2% | +5.4% | -28.6% | -25.5% |
| YTD | -28.1% | -2.9% | -25.1% | -28.0% |
| 1Y | -27.3% | -12.8% | -14.5% | -23.9% |
| 3Y | +208.7% | +47.2% | +161.5% | +148.9% |
| 5Y | +197.7% | +13.5% | +184.2% | +164.5% |
| All | +1,065.2% | +158.4% | +906.8% | +641.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling