+83.4%
EMR vs ALLE
+49.9%
+33.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.3% |
| 7D | -1.6% | -0.6% | -1.0% | -1.3% |
| 30D | +2.0% | +25.3% | -23.4% | -9.9% |
| 3M | +3.8% | +10.3% | -6.5% | -1.8% |
| 6M | +10.5% | +38.0% | -27.5% | -7.8% |
| YTD | +23.7% | +17.8% | +5.9% | +11.8% |
| 1Y | +25.4% | +13.6% | +11.8% | +15.6% |
| 3Y | +86.6% | +89.2% | -2.6% | +29.5% |
| All | +83.4% | +49.9% | +33.5% | +41.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling