+85.3%
NUE vs ALLE
-11.2%
+96.5%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.8% | +3.4% | +1.3% |
| 7D | -2.3% | -2.2% | -0.1% | -1.7% |
| 30D | -6.1% | -8.3% | +2.3% | -4.0% |
| 3M | +1.7% | +16.3% | -14.6% | -2.4% |
| 6M | +53.1% | +1.8% | +51.3% | +51.4% |
| YTD | +59.0% | -3.9% | +63.0% | +57.2% |
| 1Y | +85.3% | -10.0% | +95.4% | +87.2% |
| All | +85.3% | -11.2% | +96.5% | +87.2% |
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