+375.9%
AEM vs ALLE
+233.6%
+142.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.8% | +2.1% | +4.4% |
| 7D | +17.8% | -0.6% | +18.5% | +17.9% |
| 30D | +6.2% | +26.6% | -20.4% | +2.6% |
| 3M | +12.5% | +13.2% | -0.6% | +10.5% |
| 6M | +4.4% | +42.9% | -38.5% | -0.9% |
| YTD | +19.2% | +21.0% | -1.8% | +15.6% |
| 1Y | +25.5% | +15.2% | +10.3% | +22.4% |
| 3Y | +346.4% | +95.6% | +250.9% | +306.5% |
| 5Y | +305.7% | +53.4% | +252.3% | +272.7% |
| 10Y | +375.9% | +221.5% | +154.4% | +339.1% |
| All | +375.9% | +233.6% | +142.3% | +339.1% |
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