+208.8%
ALLE vs QSR
+130.9%
+78.0%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.6% |
| 7D | +0.1% | +4.5% | -4.4% | -1.7% |
| 30D | +25.9% | +9.4% | +16.5% | +21.6% |
| 3M | +14.9% | +7.5% | +7.4% | +11.5% |
| 6M | +42.1% | -0.8% | +42.9% | +42.1% |
| YTD | +20.4% | +16.9% | +3.5% | +12.0% |
| 1Y | +14.9% | +16.3% | -1.4% | +7.0% |
| 3Y | +90.1% | +25.3% | +64.8% | +69.0% |
| 5Y | +53.0% | +60.4% | -7.4% | +21.5% |
| 10Y | +208.8% | +139.2% | +69.6% | +112.9% |
| All | +208.8% | +130.9% | +78.0% | +112.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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