-15.2%
NU vs ALLE
+15.3%
-30.5%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +1.0% | +10.7% | +11.5% |
| 7D | +9.9% | +3.6% | +6.3% | +9.2% |
| 30D | -11.5% | +25.9% | -37.3% | -15.3% |
| 3M | -5.1% | +15.8% | -20.9% | -7.5% |
| 6M | +3.1% | +48.1% | -45.0% | -6.0% |
| YTD | -21.0% | +22.0% | -43.0% | -27.7% |
| 1Y | -15.2% | +18.0% | -33.2% | -21.0% |
| All | -15.2% | +15.3% | -30.5% | -21.0% |
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