+62.3%
NUE vs ALLE
+49.7%
+12.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | +1.8% | +2.8% | -1.0% | +0.7% |
| 30D | -6.0% | -7.6% | +1.7% | -3.1% |
| 3M | +1.4% | +22.8% | -21.3% | -6.9% |
| 6M | +52.8% | +4.6% | +48.2% | +49.1% |
| YTD | +58.1% | -1.2% | +59.3% | +57.2% |
| 1Y | +80.4% | -9.1% | +89.6% | +86.1% |
| 3Y | +62.3% | +50.0% | +12.3% | +30.3% |
| All | +62.3% | +49.7% | +12.6% | +30.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling