+1,351.8%
QLD vs AA
+63.3%
+1,288.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.5% |
| 7D | -10.3% | +0.9% | -11.2% | -10.4% |
| 30D | -26.1% | -6.7% | -19.4% | -24.1% |
| 3M | -17.8% | -16.3% | -1.4% | -12.8% |
| 6M | -15.6% | -37.1% | +21.6% | -1.9% |
| YTD | +5.4% | -25.0% | +30.4% | +12.9% |
| 1Y | +5.2% | +8.6% | -3.3% | -1.6% |
| 3Y | +139.4% | +57.2% | +82.2% | +85.5% |
| 5Y | +66.7% | -13.0% | +79.7% | +48.6% |
| All | +1,351.8% | +63.3% | +1,288.5% | +731.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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