+236.3%
EMR vs ALLE
+331.3%
-95.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.9% | -1.7% | -2.9% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | +0.7% | +20.6% | -19.8% | -10.2% |
| 3M | +0.4% | +11.4% | -11.0% | -6.3% |
| 6M | +18.4% | +42.5% | -24.2% | -4.8% |
| YTD | +23.9% | +18.9% | +5.0% | +10.2% |
| 1Y | +24.7% | +14.2% | +10.5% | +13.6% |
| 3Y | +86.4% | +90.7% | -4.3% | +23.6% |
| 5Y | +83.3% | +52.5% | +30.8% | +35.0% |
| 10Y | +320.2% | +231.2% | +89.0% | +108.3% |
| All | +236.3% | +331.3% | -95.1% | +51.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling