+155.3%
ALLE vs QSR
+126.5%
+28.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -2.2% |
| 7D | -2.2% | -2.4% | +0.2% | -1.3% |
| 30D | -8.3% | +5.7% | -14.0% | -10.4% |
| 3M | +16.3% | +6.9% | +9.3% | +13.0% |
| 6M | +1.8% | +6.9% | -5.1% | -1.4% |
| YTD | -3.9% | +14.9% | -18.9% | -9.8% |
| 1Y | -10.0% | +29.1% | -39.1% | -19.6% |
| 3Y | +45.8% | +26.1% | +19.7% | +29.3% |
| 5Y | +13.3% | +42.3% | -29.0% | -5.4% |
| 10Y | +155.3% | +134.0% | +21.3% | +81.0% |
| All | +155.3% | +126.5% | +28.7% | +81.0% |
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