+58.6%
QQQI vs ALLE
+27.6%
+31.0%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | +1.3% | +2.8% | -1.5% | +0.8% |
| 30D | +0.2% | -7.6% | +7.8% | +1.7% |
| 3M | +1.5% | +22.8% | -21.3% | -3.2% |
| 6M | +13.2% | +4.6% | +8.6% | +11.9% |
| YTD | +11.6% | -1.2% | +12.8% | +11.2% |
| 1Y | +18.0% | -9.1% | +27.1% | +20.2% |
| All | +58.6% | +27.6% | +31.0% | +44.8% |
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