+538.8%
NUE vs ALLE
+339.1%
+199.7%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.8% | -1.0% | +0.2% |
| 7D | -10.2% | -0.6% | -9.6% | -9.9% |
| 30D | -0.4% | +26.6% | -27.0% | -13.3% |
| 3M | -8.4% | +13.2% | -21.5% | -15.2% |
| 6M | +10.1% | +42.9% | -32.8% | -11.4% |
| YTD | +54.1% | +21.0% | +33.0% | +35.0% |
| 1Y | +74.7% | +15.2% | +59.6% | +57.5% |
| 3Y | +72.0% | +95.6% | -23.6% | +9.8% |
| 5Y | +136.4% | +53.4% | +83.0% | +72.2% |
| 10Y | +434.6% | +221.5% | +213.1% | +153.3% |
| All | +538.8% | +339.1% | +199.7% | +170.4% |
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