+67.2%
QLD vs AFL
+143.8%
-76.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.7% | +4.3% | +3.5% |
| 7D | -10.3% | +0.1% | -10.4% | -10.4% |
| 30D | -26.1% | +10.0% | -36.1% | -30.4% |
| 3M | -17.8% | -1.6% | -16.2% | -17.5% |
| 6M | -15.6% | +10.5% | -26.1% | -22.5% |
| YTD | +5.4% | +14.3% | -8.9% | -6.3% |
| 1Y | +5.2% | +11.4% | -6.2% | -4.9% |
| 3Y | +139.4% | +62.4% | +77.0% | +50.3% |
| All | +67.2% | +143.8% | -76.6% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling