+87.7%
EEM vs ALLE
+42.6%
+45.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.6% |
| 7D | +2.3% | -0.2% | +2.6% | +2.4% |
| 30D | +4.5% | -6.8% | +11.3% | +6.3% |
| 3M | -0.1% | +21.0% | -21.1% | -5.3% |
| 6M | +16.9% | +1.1% | +15.8% | +15.9% |
| YTD | +26.2% | -0.5% | +26.8% | +25.2% |
| 1Y | +40.5% | -7.3% | +47.8% | +41.7% |
| All | +87.7% | +42.6% | +45.1% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling