+27.4%
EQT vs ALLE
+342.5%
-315.1%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | +6.9% | +3.6% | +3.3% | +5.7% |
| 30D | +0.4% | +25.9% | -25.5% | -7.1% |
| 3M | -2.0% | +15.8% | -17.8% | -7.0% |
| 6M | -5.0% | +48.1% | -53.1% | -17.5% |
| YTD | -0.3% | +22.0% | -22.3% | -8.1% |
| 1Y | -11.3% | +18.0% | -29.3% | -17.3% |
| 3Y | +38.3% | +93.1% | -54.8% | +5.5% |
| 5Y | +166.4% | +52.1% | +114.3% | +117.4% |
| 10Y | +62.2% | +212.0% | -149.8% | -4.9% |
| All | +27.4% | +342.5% | -315.1% | -33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling