+121.0%
QLD vs AIG
+54.7%
+66.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.2% | +0.9% |
| 7D | +0.6% | -0.9% | +1.5% | +1.2% |
| 30D | -0.1% | -4.9% | +4.7% | +2.9% |
| 3M | -8.4% | +4.5% | -12.8% | -12.2% |
| 6M | +32.2% | -1.4% | +33.7% | +31.2% |
| YTD | +28.9% | -9.8% | +38.7% | +35.0% |
| 1Y | +43.8% | -4.5% | +48.4% | +42.6% |
| 3Y | +176.6% | +37.4% | +139.1% | +102.8% |
| All | +121.0% | +54.7% | +66.4% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling