+241.3%
EME vs ALLE
+50.9%
+190.4%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.4% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | -8.3% | -6.8% | -1.5% | -6.2% |
| 3M | -10.7% | +21.0% | -31.8% | -16.9% |
| 6M | +1.9% | +1.1% | +0.8% | +1.1% |
| YTD | +23.5% | -0.5% | +24.0% | +22.4% |
| 1Y | +18.0% | -7.3% | +25.2% | +19.9% |
| All | +241.3% | +50.9% | +190.4% | +169.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling