-71.3%
QID vs ALLE
+94.0%
-165.3%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +3.0% |
| 7D | -7.1% | +3.6% | -10.7% | -5.7% |
| 30D | +12.6% | +25.9% | -13.3% | +23.7% |
| 3M | +14.2% | +15.8% | -1.5% | +20.8% |
| 6M | +6.2% | +48.1% | -41.9% | +27.4% |
| YTD | -21.8% | +22.0% | -43.8% | -14.4% |
| 1Y | -23.1% | +18.0% | -41.2% | -17.5% |
| 3Y | -71.3% | +93.1% | -164.4% | -58.7% |
| All | -71.3% | +94.0% | -165.3% | -58.7% |
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 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