+43.8%
QLD vs ALLE
-5.8%
+49.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | +0.1% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -0.1% | -6.8% | +6.7% | +1.2% |
| 3M | -8.4% | +21.0% | -29.4% | -12.4% |
| 6M | +32.2% | +1.1% | +31.1% | +30.4% |
| YTD | +28.9% | -0.5% | +29.4% | +26.2% |
| 1Y | +43.8% | -7.3% | +51.1% | +45.7% |
| All | +43.8% | -5.8% | +49.7% | +45.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling