+250.0%
EQX vs ALLE
+119.8%
+130.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.6% |
| 7D | -1.4% | -0.2% | -1.2% | -1.3% |
| 30D | +24.4% | -6.8% | +31.2% | +26.2% |
| 3M | +11.6% | +21.0% | -9.4% | +7.3% |
| 6M | -25.0% | +1.1% | -26.1% | -25.3% |
| YTD | -8.4% | -0.5% | -7.8% | -8.5% |
| 1Y | +43.4% | -7.3% | +50.7% | +44.9% |
| 3Y | +162.0% | +42.3% | +119.7% | +142.5% |
| 5Y | +70.1% | +13.5% | +56.7% | +55.5% |
| All | +250.0% | +119.8% | +130.2% | +329.7% |
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