-2.1%
EME vs ALLE
+18.6%
-20.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | +1.8% | -11.4% | -9.8% |
| 7D | -5.8% | +6.7% | -12.5% | -6.6% |
| 30D | -17.9% | +25.4% | -43.3% | -20.6% |
| 3M | -22.0% | +16.9% | -38.9% | -23.5% |
| 6M | -29.7% | +46.6% | -76.3% | -34.9% |
| YTD | +4.7% | +22.4% | -17.7% | +0.2% |
| 1Y | -2.1% | +17.7% | -19.9% | -5.2% |
| All | -2.1% | +18.6% | -20.7% | -5.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling