+131.1%
EQX vs ALLE
+94.0%
+37.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.6% |
| 7D | -10.5% | +3.6% | -14.1% | -11.3% |
| 30D | +0.2% | +25.9% | -25.7% | -6.2% |
| 3M | -7.9% | +15.8% | -23.7% | -11.6% |
| 6M | -28.6% | +48.1% | -76.7% | -36.1% |
| YTD | -26.3% | +22.0% | -48.2% | -30.7% |
| 1Y | -20.2% | +18.0% | -38.3% | -24.6% |
| 3Y | +131.1% | +93.1% | +38.0% | +96.8% |
| All | +131.1% | +94.0% | +37.1% | +96.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling