-43.5%
QS vs ALLE
+66.5%
-110.0%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.5% |
| 7D | +2.2% | +2.8% | -0.6% | +0.3% |
| 30D | -8.1% | -7.6% | -0.4% | -3.0% |
| 3M | -27.0% | +22.8% | -49.8% | -38.2% |
| 6M | -16.4% | +4.6% | -21.0% | -20.8% |
| YTD | -46.4% | -1.2% | -45.1% | -47.1% |
| 1Y | -41.1% | -9.1% | -32.0% | -38.2% |
| 3Y | -18.6% | +50.0% | -68.6% | -42.2% |
| 5Y | -73.0% | +15.2% | -88.3% | -81.3% |
| All | -43.5% | +66.5% | -110.0% | -56.0% |
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