+157.9%
EQX vs ALLE
+44.3%
+113.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -0.3% | -4.8% | -5.0% |
| 7D | -7.0% | -2.8% | -4.3% | -6.3% |
| 30D | +4.8% | -10.2% | +15.0% | +8.1% |
| 3M | +25.6% | +17.4% | +8.2% | +20.3% |
| 6M | -25.8% | +3.3% | -29.2% | -26.6% |
| YTD | -12.7% | -4.2% | -8.5% | -12.1% |
| 1Y | +14.1% | -10.5% | +24.6% | +16.2% |
| All | +157.9% | +44.3% | +113.7% | +126.1% |
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 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