+941.9%
EME vs ALLE
+233.6%
+708.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +2.8% | +4.5% | +5.9% |
| 7D | -4.4% | -0.6% | -3.7% | -4.1% |
| 30D | -17.3% | +26.6% | -43.9% | -27.6% |
| 3M | -20.0% | +13.2% | -33.2% | -25.7% |
| 6M | -29.1% | +42.9% | -72.0% | -42.5% |
| YTD | +6.9% | +21.0% | -14.1% | -5.9% |
| 1Y | +0.8% | +15.2% | -14.4% | -8.9% |
| 3Y | +214.4% | +95.6% | +118.8% | +101.7% |
| 5Y | +404.2% | +53.4% | +350.8% | +266.3% |
| 10Y | +941.9% | +221.5% | +720.4% | +399.8% |
| All | +941.9% | +233.6% | +708.3% | +399.8% |
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 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