+280.4%
EMR vs ALLE
+211.7%
+68.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.6% |
| 7D | +2.8% | +3.6% | -0.7% | +0.7% |
| 30D | +3.7% | +25.9% | -22.2% | -10.5% |
| 3M | +2.0% | +15.8% | -13.7% | -7.3% |
| 6M | +22.1% | +48.1% | -26.0% | -5.3% |
| YTD | +27.2% | +22.0% | +5.3% | +10.7% |
| 1Y | +32.0% | +18.0% | +14.0% | +17.2% |
| 3Y | +103.3% | +93.1% | +10.2% | +29.8% |
| 5Y | +88.2% | +52.1% | +36.2% | +36.3% |
| All | +280.4% | +211.7% | +68.7% | +84.0% |
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 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