+959.5%
AAOI vs QLD
+3,592.1%
-2,632.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.8% | +4.9% |
| 7D | -0.7% | +0.6% | -1.2% | -1.1% |
| 30D | -17.9% | -0.1% | -17.8% | -17.4% |
| 3M | -48.0% | -8.4% | -39.6% | -41.9% |
| 6M | +5.8% | +32.2% | -26.4% | -8.8% |
| YTD | +202.7% | +28.9% | +173.8% | +166.9% |
| 1Y | +352.5% | +43.8% | +308.7% | +280.6% |
| 3Y | +657.0% | +176.6% | +480.4% | +376.4% |
| 5Y | +1,267.0% | +121.6% | +1,145.4% | +827.2% |
| 10Y | +502.7% | +1,652.9% | -1,150.2% | +3.5% |
| All | +959.5% | +3,592.1% | -2,632.5% | +26.2% |
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