+84.3%
EEM vs ALLE
+327.3%
-243.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +2.5% |
| 7D | -2.8% | -0.6% | -2.2% | -2.6% |
| 30D | -11.9% | +25.3% | -37.3% | -19.1% |
| 3M | -8.8% | +10.3% | -19.0% | -12.3% |
| 6M | -11.6% | +38.0% | -49.7% | -22.2% |
| YTD | +9.0% | +17.8% | -8.8% | +1.2% |
| 1Y | +10.6% | +13.6% | -3.0% | +4.0% |
| 3Y | +64.4% | +89.2% | -24.8% | +24.5% |
| 5Y | +31.0% | +51.1% | -20.0% | +6.1% |
| 10Y | +105.6% | +228.1% | -122.5% | +14.3% |
| All | +84.3% | +327.3% | -243.0% | -7.5% |
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