+213.9%
EME vs ALLE
+94.0%
+119.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | +8.4% | +3.6% | +4.8% | +7.4% |
| 30D | -11.5% | +25.9% | -37.4% | -17.1% |
| 3M | -20.6% | +15.8% | -36.4% | -23.8% |
| 6M | -28.5% | +48.1% | -76.6% | -36.8% |
| YTD | +8.0% | +22.0% | -14.0% | +1.1% |
| 1Y | +6.8% | +18.0% | -11.3% | +1.0% |
| 3Y | +213.9% | +93.1% | +120.8% | +144.9% |
| All | +213.9% | +94.0% | +119.9% | +144.9% |
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