+556.7%
QQQ vs ALLE
+148.2%
+408.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | +1.5% | +2.8% | -1.3% | +0.3% |
| 30D | -0.6% | -7.6% | +7.0% | +2.7% |
| 3M | +0.4% | +22.8% | -22.3% | -8.8% |
| 6M | +20.1% | +4.6% | +15.5% | +16.5% |
| YTD | +17.2% | -1.2% | +18.4% | +15.9% |
| 1Y | +24.7% | -9.1% | +33.8% | +27.8% |
| 3Y | +96.2% | +50.0% | +46.2% | +55.3% |
| 5Y | +94.4% | +15.2% | +79.1% | +70.6% |
| 10Y | +556.7% | +151.1% | +405.6% | +306.5% |
| All | +556.7% | +148.2% | +408.4% | +306.5% |
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