+194.1%
NRG vs ALLE
+11.9%
+182.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.8% | -0.8% | -2.5% |
| 7D | +3.9% | -2.2% | +6.0% | +4.8% |
| 30D | -3.0% | -8.3% | +5.4% | +0.5% |
| 3M | -10.9% | +16.3% | -27.2% | -16.8% |
| 6M | -25.3% | +1.8% | -27.1% | -26.4% |
| YTD | -26.8% | -3.9% | -22.9% | -26.6% |
| 1Y | -23.3% | -10.0% | -13.3% | -21.3% |
| 3Y | +208.6% | +45.8% | +162.8% | +150.1% |
| 5Y | +194.1% | +13.3% | +180.9% | +148.1% |
| All | +194.1% | +11.9% | +182.2% | +148.1% |
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 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