-1.2%
QLD vs AJG
+16.2%
-17.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -0.1% | -12.6% | -12.8% |
| 7D | -18.6% | +7.4% | -26.0% | -16.0% |
| 30D | -28.3% | +25.3% | -53.6% | -21.0% |
| 3M | -20.4% | +15.1% | -35.5% | -14.9% |
| 6M | -14.3% | +40.8% | -55.1% | -2.5% |
| YTD | +2.8% | +12.3% | -9.6% | +13.3% |
| 1Y | -1.2% | +17.5% | -18.7% | +10.4% |
| All | -1.2% | +16.2% | -17.4% | +10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 1y: compounded portfolio wealth divided by compounded AJG 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…
1y analysis · Full analysis span regression · 6 months rolling