+235.7%
EMR vs ALLE
+327.3%
-91.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.8% | +0.4% |
| 7D | -1.6% | -0.6% | -1.0% | -1.2% |
| 30D | +2.0% | +25.3% | -23.4% | -11.1% |
| 3M | +3.8% | +10.3% | -6.5% | -2.5% |
| 6M | +10.5% | +38.0% | -27.5% | -9.5% |
| YTD | +23.7% | +17.8% | +5.9% | +10.6% |
| 1Y | +25.4% | +13.6% | +11.8% | +14.5% |
| 3Y | +86.6% | +89.2% | -2.6% | +24.2% |
| 5Y | +83.0% | +51.1% | +32.0% | +35.5% |
| 10Y | +319.5% | +228.1% | +91.4% | +109.1% |
| All | +235.7% | +327.3% | -91.6% | +52.3% |
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