+49.5%
EQT vs ALLE
+154.9%
-105.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -1.2% | -2.8% | +1.6% | -0.3% |
| 30D | +1.1% | -10.2% | +11.3% | +4.7% |
| 3M | +4.8% | +17.4% | -12.6% | -1.5% |
| 6M | -10.6% | +3.3% | -13.9% | -12.5% |
| YTD | +3.4% | -4.2% | +7.7% | +3.6% |
| 1Y | +8.7% | -10.5% | +19.2% | +11.3% |
| 3Y | +35.0% | +45.4% | -10.4% | +12.9% |
| 5Y | +204.2% | +11.9% | +192.3% | +175.2% |
| All | +49.5% | +154.9% | -105.3% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling