+152.2%
QLD vs AEM
+301.0%
-148.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.4% | +0.5% |
| 7D | +12.5% | -5.6% | +18.1% | +14.3% |
| 30D | -15.7% | -3.9% | -11.8% | -15.0% |
| 3M | -11.9% | -3.4% | -8.5% | -11.7% |
| 6M | -10.3% | -9.0% | -1.2% | -9.4% |
| YTD | +15.6% | +5.9% | +9.7% | +11.8% |
| 1Y | +12.1% | +4.0% | +8.2% | +8.8% |
| All | +152.2% | +301.0% | -148.8% | +75.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling