+233.4%
EQX vs ALLE
+111.6%
+121.7%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -5.0% |
| 7D | -7.0% | -2.8% | -4.3% | -6.5% |
| 30D | +4.8% | -10.2% | +15.0% | +7.2% |
| 3M | +25.6% | +17.4% | +8.2% | +21.5% |
| 6M | -25.8% | +3.3% | -29.2% | -26.4% |
| YTD | -12.7% | -4.2% | -8.5% | -12.2% |
| 1Y | +14.1% | -10.5% | +24.6% | +16.1% |
| 3Y | +165.7% | +45.4% | +120.4% | +145.3% |
| 5Y | +81.2% | +11.9% | +69.3% | +66.8% |
| All | +233.4% | +111.6% | +121.7% | +312.4% |
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 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