+476.9%
NRG vs ALLE
+260.9%
+216.1%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +1.0% | +5.4% | +6.0% |
| 7D | +7.1% | -0.2% | +7.3% | +7.2% |
| 30D | -1.4% | -6.8% | +5.4% | +1.6% |
| 3M | -10.5% | +21.0% | -31.5% | -18.0% |
| 6M | -26.7% | +1.1% | -27.8% | -27.6% |
| YTD | -24.5% | -0.5% | -24.0% | -25.3% |
| 1Y | -18.6% | -7.3% | -11.3% | -17.2% |
| 3Y | +227.1% | +42.3% | +184.9% | +170.0% |
| 5Y | +198.8% | +13.5% | +185.3% | +166.7% |
| 10Y | +1,122.3% | +144.0% | +978.2% | +677.9% |
| All | +476.9% | +260.9% | +216.1% | +229.7% |
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