+280.0%
EMR vs ALLE
+217.2%
+62.8%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -0.8% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +3.5% | +25.9% | -22.4% | -10.6% |
| 3M | +5.9% | +14.9% | -9.0% | -3.3% |
| 6M | +19.4% | +42.1% | -22.7% | -5.0% |
| YTD | +27.7% | +20.4% | +7.3% | +11.9% |
| 1Y | +30.9% | +14.9% | +16.1% | +18.2% |
| 3Y | +104.2% | +90.1% | +14.1% | +31.7% |
| 5Y | +89.6% | +53.0% | +36.6% | +36.6% |
| 10Y | +280.0% | +208.8% | +71.2% | +86.2% |
| All | +280.0% | +217.2% | +62.8% | +86.2% |
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