+352.5%
AAOI vs QLD
+46.1%
+306.4%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.6% |
| 7D | -0.7% | +0.6% | -1.2% | -1.8% |
| 30D | -17.9% | -0.1% | -17.8% | -17.2% |
| 3M | -48.0% | -8.4% | -39.6% | -37.4% |
| 6M | +5.8% | +32.2% | -26.4% | -27.5% |
| YTD | +202.7% | +28.9% | +173.8% | +114.4% |
| 1Y | +352.5% | +43.8% | +308.7% | +163.5% |
| All | +352.5% | +46.1% | +306.4% | +163.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling