+557.3%
NUE vs ALLE
+336.8%
+220.6%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.4% | +3.2% |
| 7D | -6.2% | +0.1% | -6.3% | -6.2% |
| 30D | +2.5% | +25.9% | -23.5% | -10.5% |
| 3M | -6.4% | +14.9% | -21.3% | -14.1% |
| 6M | +13.3% | +42.1% | -28.8% | -8.6% |
| YTD | +58.5% | +20.4% | +38.2% | +39.3% |
| 1Y | +81.9% | +14.9% | +67.0% | +64.2% |
| 3Y | +75.3% | +90.1% | -14.8% | +13.8% |
| 5Y | +149.9% | +53.0% | +97.0% | +82.3% |
| 10Y | +436.0% | +208.8% | +227.2% | +159.4% |
| All | +557.3% | +336.8% | +220.6% | +179.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling