-15.6%
QLD vs AIG
-0.1%
-15.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.9% | +6.5% | -0.1% |
| 7D | -10.3% | -5.1% | -5.2% | -13.4% |
| 30D | -26.1% | +2.8% | -28.8% | -24.3% |
| 3M | -17.8% | -2.1% | -15.6% | -19.2% |
| 6M | -15.6% | +1.4% | -17.0% | -9.3% |
| All | -15.6% | -0.1% | -15.5% | -9.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling