+195.3%
EQT vs ALLE
+11.9%
+183.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.1% |
| 7D | -2.0% | -2.2% | +0.1% | -1.4% |
| 30D | +1.0% | -8.3% | +9.4% | +3.4% |
| 3M | +4.0% | +16.3% | -12.3% | -1.1% |
| 6M | -11.7% | +1.8% | -13.5% | -12.8% |
| YTD | +2.8% | -3.9% | +6.8% | +3.1% |
| 1Y | +10.0% | -10.0% | +20.0% | +12.6% |
| 3Y | +34.1% | +45.8% | -11.7% | +11.9% |
| 5Y | +195.3% | +13.3% | +182.0% | +174.1% |
| All | +195.3% | +11.9% | +183.4% | +174.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling