+1,286.6%
EME vs ALLE
+148.2%
+1,138.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | +5.2% | +2.8% | +2.4% | +3.6% |
| 30D | -5.4% | -7.6% | +2.3% | -1.4% |
| 3M | -6.1% | +22.8% | -28.9% | -16.8% |
| 6M | +9.7% | +4.6% | +5.1% | +5.8% |
| YTD | +26.6% | -1.2% | +27.8% | +25.0% |
| 1Y | +24.6% | -9.1% | +33.8% | +28.6% |
| 3Y | +249.6% | +50.0% | +199.6% | +162.1% |
| 5Y | +556.6% | +15.2% | +541.3% | +464.2% |
| 10Y | +1,286.6% | +151.1% | +1,135.5% | +692.2% |
| All | +1,286.6% | +148.2% | +1,138.4% | +692.2% |
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 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