+1,450.1%
QLD vs AA
+45.1%
+1,405.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.4% |
| 7D | -3.8% | +1.2% | -5.0% | -4.0% |
| 30D | -20.5% | -5.0% | -15.5% | -18.9% |
| 3M | -14.6% | -22.2% | +7.6% | -7.1% |
| 6M | -14.7% | -36.3% | +21.7% | -1.2% |
| YTD | +11.2% | -24.2% | +35.4% | +18.7% |
| 1Y | +7.1% | +3.9% | +3.2% | +1.7% |
| 3Y | +141.1% | +67.6% | +73.5% | +82.5% |
| 5Y | +84.3% | -8.8% | +93.1% | +61.7% |
| 10Y | +1,450.1% | +45.0% | +1,405.1% | +805.9% |
| All | +1,450.1% | +45.1% | +1,405.0% | +805.9% |
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