+1,418.0%
QLD vs AIG
+70.6%
+1,347.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +2.4% | +4.4% | +5.5% |
| 7D | -1.4% | -3.4% | +1.9% | +0.4% |
| 30D | -19.6% | +3.4% | -22.9% | -21.3% |
| 3M | -14.1% | +1.7% | -15.9% | -15.5% |
| 6M | -13.6% | +5.7% | -19.3% | -17.8% |
| YTD | +12.5% | -5.1% | +17.7% | +13.0% |
| 1Y | +13.1% | +6.1% | +7.1% | +5.9% |
| 3Y | +154.7% | +35.5% | +119.3% | +104.5% |
| 5Y | +81.1% | +51.9% | +29.1% | +36.3% |
| 10Y | +1,418.0% | +68.2% | +1,349.8% | +931.5% |
| All | +1,418.0% | +70.6% | +1,347.4% | +931.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 AIG 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