-72.0%
AAL vs QLD
+7,183.5%
-7,255.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -12.7% | +7.6% | +3.0% |
| 7D | +1.2% | -18.6% | +19.7% | +14.5% |
| 30D | -0.5% | -28.3% | +27.7% | +21.6% |
| 3M | -22.0% | -20.4% | -1.6% | -11.0% |
| 6M | +4.5% | -14.3% | +18.8% | +11.8% |
| YTD | -15.7% | +2.8% | -18.4% | -20.1% |
| 1Y | -3.7% | -1.2% | -2.4% | -6.8% |
| 3Y | +7.9% | +135.3% | -127.4% | -44.0% |
| 5Y | -40.7% | +62.6% | -103.3% | -64.4% |
| 10Y | -66.3% | +1,384.3% | -1,450.6% | -97.2% |
| All | -72.0% | +7,183.5% | -7,255.5% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling