+13.0%
AAL vs QLD
+140.3%
-127.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.5% | -0.6% | +0.6% |
| 7D | +4.6% | -10.3% | +14.9% | +10.4% |
| 30D | +2.6% | -26.1% | +28.6% | +19.9% |
| 3M | -17.8% | -17.8% | 0.0% | -9.5% |
| 6M | +1.9% | -15.6% | +17.4% | +8.6% |
| YTD | -14.0% | +5.4% | -19.4% | -19.7% |
| 1Y | +0.2% | +5.2% | -5.0% | -6.6% |
| 3Y | +13.0% | +139.4% | -126.4% | -36.3% |
| All | +13.0% | +140.3% | -127.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 3y: compounded portfolio wealth divided by compounded QLD 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…
3y analysis · Full analysis span regression · 6 months rolling