-53.8%
QS vs ALLE
+104.0%
-157.8%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.8% | +4.0% | +4.9% |
| 7D | +13.7% | -0.6% | +14.3% | +14.4% |
| 30D | -0.2% | +26.6% | -26.8% | -15.0% |
| 3M | -24.8% | +13.2% | -38.0% | -31.0% |
| 6M | -39.4% | +42.9% | -82.3% | -53.6% |
| YTD | -56.1% | +21.0% | -77.2% | -62.4% |
| 1Y | -72.5% | +15.2% | -87.7% | -75.6% |
| 3Y | -16.3% | +95.6% | -111.9% | -50.6% |
| 5Y | -87.6% | +53.4% | -141.0% | -92.3% |
| All | -53.8% | +104.0% | -157.8% | -68.7% |
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 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