+1,418.0%
QLD vs AEM
+366.3%
+1,051.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.8% | +2.0% | +5.7% |
| 7D | -1.4% | +17.8% | -19.3% | -5.2% |
| 30D | -19.6% | +6.2% | -25.8% | -20.8% |
| 3M | -14.1% | +12.5% | -26.7% | -16.8% |
| 6M | -13.6% | +4.4% | -18.0% | -15.2% |
| YTD | +12.5% | +19.2% | -6.7% | +6.8% |
| 1Y | +13.1% | +25.5% | -12.3% | +6.2% |
| 3Y | +154.7% | +346.4% | -191.7% | +79.7% |
| 5Y | +81.1% | +305.7% | -224.6% | +27.3% |
| 10Y | +1,418.0% | +375.9% | +1,042.1% | +981.6% |
| All | +1,418.0% | +366.3% | +1,051.7% | +981.6% |
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