+184.2%
QLD vs AGG
+13.2%
+171.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | 0.0% |
| 7D | +3.0% | +0.1% | +2.8% | +2.8% |
| 30D | -1.8% | -0.4% | -1.4% | -1.3% |
| 3M | -1.8% | -0.3% | -1.5% | -1.3% |
| 6M | +36.9% | -1.2% | +38.1% | +39.0% |
| YTD | +28.7% | -0.4% | +29.0% | +29.7% |
| 1Y | +41.9% | +0.4% | +41.5% | +42.2% |
| 3Y | +184.2% | +13.4% | +170.8% | +143.5% |
| All | +184.2% | +13.2% | +171.0% | +143.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 3y: compounded portfolio wealth divided by compounded AGG 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…
3y analysis · Full analysis span regression · 6 months rolling