+8.6%
EMB vs ALLE
+54.3%
-45.7%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.4% | -0.8% | +0.4% | -0.3% |
| 30D | +1.5% | +27.4% | -25.8% | -2.4% |
| 3M | -1.6% | +13.8% | -15.4% | -3.7% |
| 6M | -1.5% | +45.5% | -47.0% | -7.6% |
| YTD | -0.1% | +21.4% | -21.5% | -3.7% |
| 1Y | +0.5% | +15.4% | -14.8% | -2.3% |
| 3Y | +30.2% | +91.7% | -61.5% | +13.1% |
| 5Y | +8.6% | +54.5% | -46.0% | -4.8% |
| All | +8.6% | +54.3% | -45.7% | -4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling