+29.5%
EMB vs ALLE
+92.8%
-63.3%
-5.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.5% | +0.1% | +0.4% | +0.5% |
| 30D | +0.9% | +25.9% | -25.0% | -1.6% |
| 3M | -2.1% | +14.9% | -17.0% | -3.6% |
| 6M | -2.2% | +42.1% | -44.3% | -6.1% |
| YTD | -0.6% | +20.4% | -21.0% | -3.0% |
| 1Y | +0.2% | +14.9% | -14.6% | -1.6% |
| 3Y | +29.5% | +90.1% | -60.6% | +18.8% |
| All | +29.5% | +92.8% | -63.3% | +18.8% |
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