-88.6%
QS vs ALLE
+49.9%
-138.5%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.9% | +5.1% | +4.9% |
| 7D | +5.4% | -0.6% | +6.0% | +6.0% |
| 30D | -5.3% | +25.3% | -30.6% | -22.5% |
| 3M | -22.6% | +10.3% | -32.9% | -29.3% |
| 6M | -46.2% | +38.0% | -84.2% | -61.0% |
| YTD | -58.9% | +17.8% | -76.7% | -65.8% |
| 1Y | -73.1% | +13.6% | -86.7% | -76.8% |
| 3Y | -27.2% | +89.2% | -116.4% | -65.6% |
| All | -88.6% | +49.9% | -138.5% | -93.7% |
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