+7,859.7%
QLD vs AEM
+778.4%
+7,081.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.1% | +3.9% | -0.2% |
| 7D | -3.8% | +13.9% | -17.6% | -6.3% |
| 30D | -20.5% | +0.8% | -21.3% | -20.8% |
| 3M | -14.6% | +5.8% | -20.4% | -15.9% |
| 6M | -14.7% | -1.0% | -13.7% | -15.0% |
| YTD | +11.2% | +13.1% | -1.9% | +7.5% |
| 1Y | +7.1% | +14.4% | -7.3% | +3.2% |
| 3Y | +141.1% | +325.7% | -184.6% | +80.0% |
| 5Y | +84.3% | +273.7% | -189.5% | +38.4% |
| 10Y | +1,450.1% | +390.1% | +1,060.0% | +967.3% |
| All | +7,859.7% | +778.4% | +7,081.3% | +3,264.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling