-22.8%
NU vs ALLE
+15.5%
-38.3%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.8% | 0.0% | +2.2% |
| 7D | +6.4% | -0.6% | +7.0% | +6.5% |
| 30D | -23.3% | +26.6% | -49.9% | -27.0% |
| 3M | -10.7% | +13.2% | -23.9% | -12.6% |
| 6M | -10.4% | +42.9% | -53.3% | -18.1% |
| YTD | -26.2% | +21.0% | -47.2% | -32.7% |
| All | -22.8% | +15.5% | -38.3% | -26.3% |
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