+139.4%
QLD vs AA
+52.9%
+86.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.9% | -0.4% | +1.5% |
| 7D | -10.3% | +0.9% | -11.2% | -10.4% |
| 30D | -26.1% | -6.7% | -19.4% | -24.1% |
| 3M | -17.8% | -16.3% | -1.4% | -12.8% |
| 6M | -15.6% | -37.1% | +21.6% | -1.9% |
| YTD | +5.4% | -25.0% | +30.4% | +12.3% |
| 1Y | +5.2% | +8.6% | -3.3% | -3.2% |
| 3Y | +139.4% | +57.2% | +82.2% | +89.7% |
| All | +139.4% | +52.9% | +86.6% | +89.7% |
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