-99.7%
QID vs ALLE
+260.9%
-360.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.4% | +0.5% |
| 7D | -0.6% | -0.2% | -0.4% | -0.8% |
| 30D | 0.0% | -6.8% | +6.8% | -5.8% |
| 3M | +3.7% | +21.0% | -17.3% | +23.0% |
| 6M | -29.9% | +1.1% | -31.0% | -28.5% |
| YTD | -28.8% | -0.5% | -28.2% | -28.3% |
| 1Y | -37.2% | -7.3% | -29.9% | -40.5% |
| 3Y | -73.7% | +42.3% | -116.0% | -59.8% |
| 5Y | -80.7% | +13.5% | -94.2% | -71.1% |
| 10Y | -99.1% | +144.0% | -243.2% | -96.3% |
| All | -99.7% | +260.9% | -360.5% | -98.0% |
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