+9,127.5%
QLD vs AFL
+723.8%
+8,403.7%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | -8.4% | +2.2% | -10.5% | -10.8% |
| 6M | +32.2% | +5.3% | +26.9% | +26.0% |
| YTD | +28.9% | +8.0% | +20.9% | +20.3% |
| 1Y | +43.8% | +10.2% | +33.6% | +31.6% |
| 3Y | +176.6% | +67.1% | +109.5% | +90.6% |
| 5Y | +121.6% | +135.6% | -14.0% | +24.4% |
| 10Y | +1,652.9% | +299.4% | +1,353.5% | +589.6% |
| All | +9,127.5% | +723.8% | +8,403.7% | +2,276.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling