+267.8%
EMR vs ALLE
+148.2%
+119.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | 0.0% |
| 7D | +3.1% | +2.8% | +0.3% | +1.3% |
| 30D | -3.5% | -7.6% | +4.1% | +1.3% |
| 3M | +9.8% | +22.8% | -13.0% | -3.8% |
| 6M | +10.8% | +4.6% | +6.2% | +7.1% |
| YTD | +15.9% | -1.2% | +17.2% | +15.6% |
| 1Y | +16.4% | -9.1% | +25.6% | +22.0% |
| 3Y | +62.1% | +50.0% | +12.1% | +21.7% |
| 5Y | +62.9% | +15.2% | +47.7% | +41.4% |
| 10Y | +267.8% | +151.1% | +116.7% | +100.0% |
| All | +267.8% | +148.2% | +119.5% | +100.0% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling