+15.0%
EEM vs ALLE
+18.6%
-3.6%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | +0.6% |
| 7D | -3.0% | +6.7% | -9.7% | -3.8% |
| 30D | -10.3% | +25.4% | -35.7% | -13.4% |
| 3M | -6.6% | +16.9% | -23.6% | -8.5% |
| 6M | -3.4% | +46.6% | -49.9% | -10.8% |
| YTD | +13.2% | +22.4% | -9.2% | +7.7% |
| 1Y | +15.0% | +17.7% | -2.7% | +10.1% |
| All | +15.0% | +18.6% | -3.6% | +10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling