+1,646.5%
QLD vs AFL
+294.8%
+1,351.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.6% | +1.0% |
| 7D | +3.0% | -0.7% | +3.7% | +3.5% |
| 30D | -1.8% | -7.1% | +5.3% | +2.8% |
| 3M | -1.8% | +0.4% | -2.2% | -3.3% |
| 6M | +36.9% | +4.5% | +32.4% | +30.3% |
| YTD | +28.7% | +6.1% | +22.6% | +20.6% |
| 1Y | +41.9% | +10.6% | +31.3% | +28.2% |
| 3Y | +184.2% | +64.0% | +120.2% | +88.0% |
| 5Y | +122.1% | +133.7% | -11.6% | +14.3% |
| 10Y | +1,646.5% | +298.0% | +1,348.5% | +610.5% |
| All | +1,646.5% | +294.8% | +1,351.7% | +610.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AFL.
Daily Out/Under-Performance
Portfolio return minus AFL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFL 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 AFL 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