+882.5%
EME vs ALLE
+208.6%
+673.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | +11.3% | +1.6% | +9.8% | +10.5% |
| 30D | -14.6% | +24.1% | -38.6% | -24.4% |
| 3M | -20.4% | +14.8% | -35.3% | -26.6% |
| 6M | -28.3% | +45.9% | -74.1% | -42.5% |
| YTD | +8.6% | +20.7% | -12.2% | -4.4% |
| 1Y | +3.2% | +14.2% | -10.9% | -6.2% |
| 3Y | +216.8% | +90.7% | +126.1% | +106.3% |
| 5Y | +417.5% | +50.6% | +366.9% | +280.3% |
| All | +882.5% | +208.6% | +673.9% | +372.8% |
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