+1,418.0%
QLD vs AA
+64.5%
+1,353.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +1.0% | +4.8% |
| 7D | -1.4% | +4.8% | -6.2% | -2.8% |
| 30D | -19.6% | -0.6% | -18.9% | -19.2% |
| 3M | -14.1% | -16.3% | +2.1% | -8.9% |
| 6M | -13.6% | -33.4% | +19.8% | -1.6% |
| YTD | +12.5% | -20.7% | +33.2% | +18.3% |
| 1Y | +13.1% | +12.9% | +0.2% | +4.4% |
| 3Y | +154.7% | +75.7% | +79.0% | +89.7% |
| 5Y | +81.1% | -6.8% | +87.9% | +57.6% |
| 10Y | +1,418.0% | +53.6% | +1,364.4% | +774.1% |
| All | +1,418.0% | +64.5% | +1,353.5% | +774.1% |
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