+133.5%
QLD vs ALLE
+90.7%
+42.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -2.9% | -9.8% | -11.6% |
| 7D | -18.6% | 0.0% | -18.6% | -18.5% |
| 30D | -28.3% | +20.6% | -48.9% | -33.9% |
| 3M | -20.4% | +11.4% | -31.8% | -23.9% |
| 6M | -14.3% | +42.5% | -56.8% | -28.0% |
| YTD | +2.8% | +18.9% | -16.1% | -6.3% |
| 1Y | -1.2% | +14.2% | -15.4% | -7.7% |
| All | +133.5% | +90.7% | +42.8% | +62.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling