+580.3%
NUE vs ALLE
+153.0%
+427.3%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.4% |
| 7D | +1.8% | +2.8% | -1.0% | +0.2% |
| 30D | -6.0% | -7.6% | +1.7% | -1.7% |
| 3M | +1.4% | +22.8% | -21.3% | -10.8% |
| 6M | +52.8% | +4.6% | +48.2% | +46.8% |
| YTD | +58.1% | -1.2% | +59.3% | +56.2% |
| 1Y | +80.4% | -9.1% | +89.6% | +87.1% |
| 3Y | +62.3% | +50.0% | +12.3% | +20.0% |
| 5Y | +146.2% | +15.2% | +131.0% | +111.4% |
| All | +580.3% | +153.0% | +427.3% | +242.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling