+449.8%
AAOI vs QLD
+1,665.6%
-1,215.8%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.8% |
| 7D | +4.7% | +1.9% | +2.8% | +3.0% |
| 30D | -18.7% | -1.8% | -16.9% | -17.3% |
| 3M | -33.7% | -0.1% | -33.6% | -31.1% |
| 6M | -2.4% | +32.6% | -35.0% | -16.6% |
| YTD | +209.6% | +27.9% | +181.7% | +173.7% |
| 1Y | +355.0% | +40.3% | +314.7% | +288.3% |
| 3Y | +814.7% | +182.5% | +632.2% | +467.3% |
| 5Y | +1,298.1% | +122.5% | +1,175.5% | +840.8% |
| 10Y | +449.8% | +1,728.6% | -1,278.7% | -11.1% |
| All | +449.8% | +1,665.6% | -1,215.8% | -11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling