+36.2%
EMB vs ALLE
+211.7%
-175.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -0.9% | +3.6% | -4.5% | -1.4% |
| 30D | +0.4% | +25.9% | -25.5% | -3.2% |
| 3M | -3.1% | +15.8% | -18.9% | -5.4% |
| 6M | -2.1% | +48.1% | -50.1% | -8.1% |
| YTD | -1.1% | +22.0% | -23.1% | -4.6% |
| 1Y | -0.1% | +18.0% | -18.1% | -3.1% |
| 3Y | +29.6% | +93.1% | -63.5% | +14.9% |
| 5Y | +7.2% | +52.1% | -44.9% | -2.7% |
| All | +36.2% | +211.7% | -175.5% | +14.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling