+113.4%
EEM vs ALLE
+260.9%
-147.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.5% |
| 7D | +2.3% | -0.2% | +2.6% | +2.4% |
| 30D | +4.5% | -6.8% | +11.3% | +7.2% |
| 3M | -0.1% | +21.0% | -21.1% | -7.4% |
| 6M | +16.9% | +1.1% | +15.8% | +15.7% |
| YTD | +26.2% | -0.5% | +26.8% | +25.1% |
| 1Y | +40.5% | -7.3% | +47.8% | +42.6% |
| 3Y | +86.2% | +42.3% | +43.9% | +57.5% |
| 5Y | +45.5% | +13.5% | +32.0% | +31.7% |
| 10Y | +128.6% | +144.0% | -15.4% | +43.4% |
| All | +113.4% | +260.9% | -147.4% | +14.3% |
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