+160.3%
EQT vs ALLE
+51.6%
+108.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +6.9% | +3.6% | +3.3% | +5.9% |
| 30D | +0.4% | +25.9% | -25.5% | -5.7% |
| 3M | -2.0% | +15.8% | -17.8% | -6.0% |
| 6M | -5.0% | +48.1% | -53.1% | -15.5% |
| YTD | -0.3% | +22.0% | -22.3% | -6.4% |
| 1Y | -11.3% | +18.0% | -29.3% | -15.8% |
| 3Y | +38.3% | +93.1% | -54.8% | +6.6% |
| All | +160.3% | +51.6% | +108.6% | +121.3% |
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