+821.3%
AEM vs ALLE
+260.9%
+560.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.0% | -2.2% | -1.3% |
| 7D | -0.5% | -0.2% | -0.3% | -0.5% |
| 30D | +24.0% | -6.8% | +30.8% | +25.1% |
| 3M | +16.1% | +21.0% | -4.9% | +13.3% |
| 6M | -11.6% | +1.1% | -12.7% | -11.9% |
| YTD | +21.5% | -0.5% | +22.1% | +21.3% |
| 1Y | +39.2% | -7.3% | +46.4% | +39.9% |
| 3Y | +347.4% | +42.3% | +305.2% | +327.5% |
| 5Y | +290.1% | +13.5% | +276.7% | +273.8% |
| 10Y | +357.8% | +144.0% | +213.7% | +325.4% |
| All | +821.3% | +260.9% | +560.5% | +729.2% |
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 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