+292.4%
AAOI vs QLD
+38.3%
+254.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.7% | +0.3% | -0.9% |
| 7D | -0.2% | -1.2% | +1.1% | +2.0% |
| 30D | -23.7% | -3.0% | -20.7% | -19.3% |
| 3M | -39.0% | -2.8% | -36.2% | -32.7% |
| 6M | -17.0% | +32.0% | -49.0% | -43.6% |
| YTD | +202.2% | +27.3% | +174.9% | +117.7% |
| 1Y | +292.4% | +37.9% | +254.5% | +119.3% |
| All | +292.4% | +38.3% | +254.1% | +119.3% |
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