-74.9%
QID vs ALLE
+49.9%
-124.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.9% | -1.6% | -3.2% |
| 7D | +9.4% | -0.6% | +10.0% | +9.2% |
| 30D | +31.2% | +25.3% | +5.9% | +55.1% |
| 3M | +17.4% | +10.3% | +7.1% | +25.7% |
| 6M | +8.4% | +38.0% | -29.6% | +39.7% |
| YTD | -15.8% | +17.8% | -33.5% | -4.3% |
| 1Y | -16.3% | +13.6% | -29.9% | -8.0% |
| 3Y | -70.4% | +89.2% | -159.6% | -40.2% |
| All | -74.9% | +49.9% | -124.8% | -49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling