-75.3%
QS vs ALLE
+13.7%
-89.0%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.5% | -0.3% |
| 7D | -2.3% | -0.2% | -2.1% | -2.2% |
| 30D | -0.7% | -6.8% | +6.1% | +5.4% |
| 3M | -39.6% | +21.0% | -60.7% | -50.6% |
| 6M | -21.7% | +1.1% | -22.8% | -24.6% |
| YTD | -47.4% | -0.5% | -46.9% | -48.9% |
| 1Y | -28.4% | -7.3% | -21.1% | -25.6% |
| 3Y | -22.6% | +42.3% | -64.9% | -50.4% |
| All | -75.3% | +13.7% | -89.0% | -83.0% |
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 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