+377.6%
NRG vs ALLE
+338.1%
+39.6%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +0.8% |
| 7D | +21.7% | +1.6% | +20.2% | +21.0% |
| 30D | -8.1% | +24.1% | -32.2% | -16.5% |
| 3M | -18.3% | +14.8% | -33.2% | -23.4% |
| 6M | -28.0% | +45.9% | -73.9% | -39.4% |
| YTD | -37.5% | +20.7% | -58.3% | -43.4% |
| 1Y | -41.1% | +14.2% | -55.2% | -45.3% |
| 3Y | +126.6% | +90.7% | +35.9% | +64.0% |
| 5Y | +212.3% | +50.6% | +161.7% | +145.9% |
| 10Y | +992.0% | +208.9% | +783.1% | +527.2% |
| All | +377.6% | +338.1% | +39.6% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling