+15.2%
ALLE vs QSR
+46.1%
-30.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | +0.2% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -7.6% | +5.9% | -13.6% | -9.7% |
| 3M | +22.8% | +10.5% | +12.3% | +18.1% |
| 6M | +4.6% | +7.7% | -3.1% | +1.1% |
| YTD | -1.2% | +16.8% | -18.0% | -7.8% |
| 1Y | -9.1% | +30.9% | -40.0% | -19.3% |
| 3Y | +50.0% | +28.2% | +21.8% | +30.8% |
| 5Y | +15.2% | +45.0% | -29.7% | -9.8% |
| All | +15.2% | +46.1% | -30.8% | -9.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling