+93.7%
QQQM vs ALLE
+44.7%
+49.0%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.4% |
| 7D | +1.0% | -2.2% | +3.2% | +1.5% |
| 30D | -0.6% | -8.3% | +7.7% | +1.4% |
| 3M | +1.3% | +16.3% | -15.0% | -3.0% |
| 6M | +18.2% | +1.8% | +16.4% | +17.2% |
| YTD | +16.9% | -3.9% | +20.9% | +17.2% |
| 1Y | +24.0% | -10.0% | +34.1% | +26.8% |
| All | +93.7% | +44.7% | +49.0% | +66.3% |
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