+5.2%
QLD vs AEM
+20.1%
-14.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +2.1% |
| 7D | -10.3% | +15.8% | -26.1% | -15.1% |
| 30D | -26.1% | +6.2% | -32.3% | -27.8% |
| 3M | -17.8% | +14.3% | -32.1% | -22.5% |
| 6M | -15.6% | +1.4% | -17.0% | -17.7% |
| YTD | +5.4% | +13.7% | -8.4% | -6.0% |
| 1Y | +5.2% | +21.3% | -16.1% | -11.3% |
| All | +5.2% | +20.1% | -14.8% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling