+1,631.1%
QLD vs ALLE
+144.1%
+1,486.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | -0.1% | -6.8% | +6.7% | +5.9% |
| 3M | -8.4% | +21.0% | -29.4% | -23.9% |
| 6M | +32.2% | +1.1% | +31.1% | +27.8% |
| YTD | +28.9% | -0.5% | +29.4% | +24.4% |
| 1Y | +43.8% | -7.3% | +51.1% | +47.0% |
| 3Y | +176.6% | +42.3% | +134.3% | +82.8% |
| 5Y | +121.6% | +13.5% | +108.1% | +82.3% |
| All | +1,631.1% | +144.1% | +1,486.9% | +686.6% |
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