+1,351.8%
QLD vs ALLE
+222.4%
+1,129.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.3% |
| 7D | -10.3% | -0.6% | -9.7% | -9.7% |
| 30D | -26.1% | +25.3% | -51.4% | -39.8% |
| 3M | -17.8% | +10.3% | -28.0% | -25.6% |
| 6M | -15.6% | +38.0% | -53.6% | -38.4% |
| YTD | +5.4% | +17.8% | -12.4% | -13.4% |
| 1Y | +5.2% | +13.6% | -8.4% | -10.8% |
| 3Y | +139.4% | +89.2% | +50.2% | +20.3% |
| 5Y | +66.7% | +51.1% | +15.6% | +5.3% |
| All | +1,351.8% | +222.4% | +1,129.4% | +435.1% |
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