+1,646.5%
QLD vs AEM
+333.3%
+1,313.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | +0.1% |
| 7D | +3.0% | +4.3% | -1.4% | +2.0% |
| 30D | -1.8% | +13.1% | -14.9% | -4.8% |
| 3M | -1.8% | +24.8% | -26.6% | -7.0% |
| 6M | +36.9% | -8.2% | +45.1% | +38.2% |
| YTD | +28.7% | +19.8% | +8.9% | +22.3% |
| 1Y | +41.9% | +32.1% | +9.8% | +31.6% |
| 3Y | +184.2% | +348.2% | -164.0% | +101.0% |
| 5Y | +122.1% | +297.5% | -175.4% | +57.2% |
| 10Y | +1,646.5% | +343.3% | +1,303.2% | +1,151.2% |
| All | +1,646.5% | +333.3% | +1,313.2% | +1,151.2% |
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