+7.8%
EQT vs ALLE
-5.8%
+13.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.8% |
| 7D | +1.1% | -0.2% | +1.3% | +1.1% |
| 30D | +7.7% | -6.8% | +14.5% | +7.7% |
| 3M | +0.2% | +21.0% | -20.8% | -0.7% |
| 6M | -9.5% | +1.1% | -10.6% | -8.4% |
| YTD | +3.8% | -0.5% | +4.4% | +5.8% |
| 1Y | +7.8% | -7.3% | +15.0% | +14.4% |
| All | +7.8% | -5.8% | +13.6% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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