+37.9%
QLD vs AJG
-17.2%
+55.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +3.0% | +1.3% |
| 7D | -1.2% | -8.3% | +7.0% | -4.4% |
| 30D | -3.0% | -5.7% | +2.7% | -5.0% |
| 3M | -2.8% | +9.1% | -11.9% | +0.6% |
| 6M | +32.0% | +15.2% | +16.8% | +38.9% |
| YTD | +27.3% | -6.3% | +33.6% | +27.7% |
| 1Y | +37.9% | -19.1% | +57.1% | +35.0% |
| All | +37.9% | -17.2% | +55.1% | +35.0% |
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