+16.9%
ALLE vs QSR
+13.0%
+3.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.2% |
| 7D | +1.6% | -3.9% | +5.5% | +2.6% |
| 30D | +24.1% | +5.9% | +18.2% | +22.5% |
| 3M | +14.8% | +1.7% | +13.2% | +14.1% |
| 6M | +45.9% | -1.9% | +47.7% | +45.2% |
| YTD | +20.7% | +13.6% | +7.1% | +17.4% |
| All | +16.9% | +13.0% | +3.8% | +14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling