+54.7%
EMB vs ALLE
+327.3%
-272.6%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.1% |
| 7D | -0.1% | -0.6% | +0.5% | 0.0% |
| 30D | +1.3% | +25.3% | -24.0% | -1.9% |
| 3M | -2.7% | +10.3% | -13.0% | -4.2% |
| 6M | -2.8% | +38.0% | -40.9% | -7.4% |
| YTD | -1.1% | +17.8% | -18.9% | -3.9% |
| 1Y | 0.0% | +13.6% | -13.6% | -2.3% |
| 3Y | +28.8% | +89.2% | -60.4% | +15.8% |
| 5Y | +6.0% | +51.1% | -45.1% | -2.8% |
| 10Y | +29.1% | +228.1% | -199.0% | +8.5% |
| All | +54.7% | +327.3% | -272.6% | +27.1% |
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