+11.8%
AAL vs QLD
+146.5%
-134.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.3% |
| 7D | -0.1% | +7.0% | -7.1% | -3.7% |
| 30D | +11.7% | -14.3% | +26.0% | +20.4% |
| 3M | -12.5% | -16.0% | +3.4% | -4.8% |
| 6M | +3.6% | -14.2% | +17.9% | +9.9% |
| YTD | -14.1% | +12.8% | -26.8% | -22.7% |
| 1Y | +0.8% | +14.1% | -13.3% | -10.1% |
| 3Y | +11.8% | +146.0% | -134.2% | -39.4% |
| All | +11.8% | +146.5% | -134.7% | -39.4% |
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