+121.0%
QLD vs AFL
+135.6%
-14.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.9% |
| 7D | +0.6% | +0.6% | 0.0% | +0.2% |
| 30D | -0.1% | -6.2% | +6.0% | +3.6% |
| 3M | -8.4% | +2.2% | -10.5% | -11.1% |
| 6M | +32.2% | +5.3% | +26.9% | +25.2% |
| YTD | +28.9% | +8.0% | +20.9% | +19.2% |
| 1Y | +43.8% | +10.2% | +33.6% | +29.8% |
| 3Y | +176.6% | +67.1% | +109.5% | +66.4% |
| All | +121.0% | +135.6% | -14.6% | -10.9% |
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