+1,351.8%
QLD vs AEM
+361.1%
+990.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.2% |
| 7D | -10.3% | +15.8% | -26.1% | -13.4% |
| 30D | -26.1% | +6.2% | -32.3% | -27.2% |
| 3M | -17.8% | +14.3% | -32.1% | -20.7% |
| 6M | -15.6% | +1.4% | -17.0% | -16.6% |
| YTD | +5.4% | +13.7% | -8.4% | +1.0% |
| 1Y | +5.2% | +21.3% | -16.1% | -0.5% |
| 3Y | +139.4% | +309.9% | -170.4% | +71.9% |
| 5Y | +66.7% | +301.0% | -234.3% | +17.6% |
| All | +1,351.8% | +361.1% | +990.8% | +940.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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