-32.8%
AAL vs QLD
+121.5%
-154.3%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -3.7% | +0.6% | -4.3% | -4.0% |
| 30D | -20.8% | -0.1% | -20.7% | -20.8% |
| 3M | -1.3% | -8.4% | +7.1% | +2.1% |
| 6M | +5.4% | +32.2% | -26.8% | -10.8% |
| YTD | -14.4% | +28.9% | -43.3% | -26.8% |
| 1Y | +2.1% | +43.8% | -41.7% | -18.4% |
| 3Y | -10.6% | +176.6% | -187.2% | -52.1% |
| All | -32.8% | +121.5% | -154.3% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling