+53.4%
ALLE vs QSR
+55.7%
-2.3%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.2% | +3.0% | +2.8% |
| 7D | -0.6% | +3.9% | -4.5% | -2.1% |
| 30D | +26.6% | +9.3% | +17.3% | +22.5% |
| 3M | +13.2% | +5.9% | +7.3% | +10.6% |
| 6M | +42.9% | -1.0% | +43.9% | +42.9% |
| YTD | +21.0% | +16.7% | +4.3% | +12.8% |
| 1Y | +15.2% | +18.6% | -3.4% | +6.5% |
| 3Y | +95.6% | +25.4% | +70.2% | +72.4% |
| 5Y | +53.4% | +59.0% | -5.6% | +15.9% |
| All | +53.4% | +55.7% | -2.3% | +15.9% |
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 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