+7.1%
QLD vs AA
+4.5%
+2.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.2% | +0.2% |
| 7D | -3.8% | +1.2% | -5.0% | -3.9% |
| 30D | -20.5% | -5.0% | -15.5% | -19.2% |
| 3M | -14.6% | -22.2% | +7.6% | -8.7% |
| 6M | -14.7% | -36.3% | +21.7% | -4.1% |
| YTD | +11.2% | -24.2% | +35.4% | +15.8% |
| 1Y | +7.1% | +3.9% | +3.2% | -0.5% |
| All | +7.1% | +4.5% | +2.6% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling