+2,004.1%
EME vs ALLE
+260.9%
+1,743.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.2% |
| 7D | +1.9% | -0.2% | +2.1% | +2.0% |
| 30D | -8.3% | -6.8% | -1.5% | -4.9% |
| 3M | -10.7% | +21.0% | -31.8% | -20.1% |
| 6M | +1.9% | +1.1% | +0.8% | +0.3% |
| YTD | +23.5% | -0.5% | +24.0% | +21.6% |
| 1Y | +18.0% | -7.3% | +25.2% | +20.2% |
| 3Y | +236.1% | +42.3% | +193.9% | +162.4% |
| 5Y | +527.9% | +13.5% | +514.4% | +446.5% |
| 10Y | +1,252.8% | +144.0% | +1,108.7% | +669.7% |
| All | +2,004.1% | +260.9% | +1,743.2% | +903.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling