+146.0%
QLD vs AA
+67.6%
+78.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -1.8% |
| 7D | +7.0% | +0.5% | +6.5% | +6.9% |
| 30D | -14.3% | -0.6% | -13.7% | -13.9% |
| 3M | -16.0% | -19.7% | +3.7% | -9.3% |
| 6M | -14.2% | -41.6% | +27.3% | +2.4% |
| YTD | +12.8% | -24.6% | +37.4% | +20.0% |
| 1Y | +14.1% | +4.9% | +9.2% | +6.5% |
| 3Y | +146.0% | +66.8% | +79.1% | +92.4% |
| All | +146.0% | +67.6% | +78.4% | +92.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling