+762.1%
AEM vs ALLE
+327.3%
+434.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.3% | +1.4% |
| 7D | +15.8% | -0.6% | +16.4% | +15.9% |
| 30D | +6.2% | +25.3% | -19.1% | +3.1% |
| 3M | +14.3% | +10.3% | +4.1% | +12.8% |
| 6M | +1.4% | +38.0% | -36.6% | -2.8% |
| YTD | +13.7% | +17.8% | -4.0% | +11.0% |
| 1Y | +21.3% | +13.6% | +7.7% | +18.9% |
| 3Y | +309.9% | +89.2% | +220.7% | +278.9% |
| 5Y | +301.0% | +51.1% | +249.9% | +273.5% |
| 10Y | +344.0% | +228.1% | +115.9% | +301.6% |
| All | +762.1% | +327.3% | +434.8% | +658.8% |
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