+7,256.1%
QLD vs AA
-31.8%
+7,288.0%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -5.3% | -7.4% | -10.3% |
| 7D | -18.6% | -3.7% | -14.9% | -17.0% |
| 30D | -28.3% | -10.8% | -17.5% | -24.3% |
| 3M | -20.4% | -19.1% | -1.3% | -13.0% |
| 6M | -14.3% | -38.7% | +24.4% | +5.0% |
| YTD | +2.8% | -27.1% | +29.9% | +13.1% |
| 1Y | -1.2% | +8.3% | -9.6% | -10.0% |
| 3Y | +135.3% | +49.6% | +85.8% | +69.1% |
| 5Y | +62.6% | -15.5% | +78.1% | +35.9% |
| 10Y | +1,384.3% | +60.9% | +1,323.4% | +523.1% |
| All | +7,256.1% | -31.8% | +7,288.0% | +4,197.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling