+858.8%
QQQ vs ALLE
+260.9%
+598.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.3% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | +0.2% | -6.8% | +7.0% | +3.2% |
| 3M | -2.8% | +21.0% | -23.9% | -11.3% |
| 6M | +18.0% | +1.1% | +16.9% | +16.2% |
| YTD | +17.3% | -0.5% | +17.8% | +15.7% |
| 1Y | +25.6% | -7.3% | +32.8% | +27.5% |
| 3Y | +93.7% | +42.3% | +51.5% | +57.5% |
| 5Y | +94.2% | +13.5% | +80.7% | +71.9% |
| 10Y | +557.9% | +144.0% | +413.8% | +293.0% |
| All | +858.8% | +260.9% | +598.0% | +391.9% |
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