+269.4%
EMR vs ALLE
+149.9%
+119.4%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.0% | +0.7% | +1.1% |
| 7D | -1.5% | -0.2% | -1.3% | -1.4% |
| 30D | -5.6% | -6.8% | +1.2% | -1.4% |
| 3M | +7.9% | +21.0% | -13.1% | -4.6% |
| 6M | +6.0% | +1.1% | +4.9% | +4.7% |
| YTD | +16.4% | -0.5% | +17.0% | +15.6% |
| 1Y | +16.6% | -7.3% | +23.9% | +20.7% |
| 3Y | +62.9% | +42.3% | +20.6% | +26.4% |
| 5Y | +60.1% | +13.5% | +46.6% | +40.5% |
| All | +269.4% | +149.9% | +119.4% | +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 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