+95.2%
QQQM vs ALLE
+11.9%
+83.3%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.5% | +0.8% |
| 7D | +1.0% | -2.2% | +3.2% | +1.8% |
| 30D | -0.6% | -8.3% | +7.7% | +2.7% |
| 3M | +1.3% | +16.3% | -15.0% | -5.4% |
| 6M | +18.2% | +1.8% | +16.4% | +16.3% |
| YTD | +16.9% | -3.9% | +20.9% | +17.1% |
| 1Y | +24.0% | -10.0% | +34.1% | +27.7% |
| 3Y | +96.0% | +45.8% | +50.2% | +54.9% |
| 5Y | +95.2% | +13.3% | +81.9% | +66.7% |
| All | +95.2% | +11.9% | +83.3% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling