+1,315.8%
QLD vs ALLE
+225.5%
+1,090.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.8% | -10.4% |
| 7D | -18.6% | 0.0% | -18.6% | -18.5% |
| 30D | -28.3% | +20.6% | -48.9% | -39.7% |
| 3M | -20.4% | +11.4% | -31.8% | -28.6% |
| 6M | -14.3% | +42.5% | -56.8% | -39.2% |
| YTD | +2.8% | +18.9% | -16.1% | -16.1% |
| 1Y | -1.2% | +14.2% | -15.4% | -16.6% |
| 3Y | +135.3% | +90.7% | +44.6% | +17.5% |
| 5Y | +62.6% | +52.5% | +10.1% | +1.9% |
| All | +1,315.8% | +225.5% | +1,090.3% | +417.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling