+1,631.1%
QLD vs AA
+115.8%
+1,515.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | +0.6% | -0.7% | +1.3% | +0.8% |
| 30D | -0.1% | +5.0% | -5.1% | -2.2% |
| 3M | -8.4% | -35.8% | +27.5% | +6.1% |
| 6M | +32.2% | -18.4% | +50.6% | +38.8% |
| YTD | +28.9% | -5.5% | +34.4% | +27.3% |
| 1Y | +43.8% | +61.0% | -17.1% | +16.3% |
| 3Y | +176.6% | +66.2% | +110.4% | +108.8% |
| 5Y | +121.6% | +11.4% | +110.2% | +78.9% |
| All | +1,631.1% | +115.8% | +1,515.3% | +804.3% |
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