+826.4%
AAOI vs QLD
+177.9%
+648.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -2.3% |
| 7D | +4.7% | +1.9% | +2.8% | +1.6% |
| 30D | -18.7% | -1.8% | -16.9% | -16.2% |
| 3M | -33.7% | -0.1% | -33.6% | -30.7% |
| 6M | -2.4% | +32.6% | -35.0% | -31.9% |
| YTD | +209.6% | +27.9% | +181.7% | +128.6% |
| 1Y | +355.0% | +40.3% | +314.7% | +207.3% |
| All | +826.4% | +177.9% | +648.6% | +195.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling