+152.2%
QLD vs AJG
+15.2%
+137.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | -0.8% |
| 7D | +12.5% | -3.8% | +16.3% | +12.1% |
| 30D | -15.7% | +19.1% | -34.8% | -14.4% |
| 3M | -11.9% | +8.8% | -20.7% | -10.9% |
| 6M | -10.3% | +41.3% | -51.6% | -10.8% |
| YTD | +15.6% | +8.1% | +7.5% | +19.4% |
| 1Y | +12.1% | +9.6% | +2.5% | +15.4% |
| All | +152.2% | +15.2% | +137.0% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling