+2,945.4%
QLD vs ALLE
+344.1%
+2,601.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +0.4% |
| 7D | -9.4% | +6.7% | -16.0% | -14.4% |
| 30D | -17.1% | +25.4% | -42.4% | -32.9% |
| 3M | -10.4% | +16.9% | -27.4% | -23.3% |
| 6M | +0.7% | +46.6% | -45.8% | -30.6% |
| YTD | +17.7% | +22.4% | -4.7% | -6.8% |
| 1Y | +14.7% | +17.7% | -3.1% | -6.2% |
| 3Y | +169.6% | +96.3% | +73.3% | +31.5% |
| 5Y | +86.7% | +57.4% | +29.2% | +14.0% |
| 10Y | +1,600.8% | +241.0% | +1,359.7% | +413.4% |
| All | +2,945.4% | +344.1% | +2,601.2% | +682.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling