+82.1%
QLD vs AJG
+79.0%
+3.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.3% |
| 7D | +7.0% | +0.5% | +6.5% | +6.7% |
| 30D | -14.3% | +19.4% | -33.7% | -21.3% |
| 3M | -16.0% | +11.9% | -27.9% | -21.0% |
| 6M | -14.2% | +48.3% | -62.5% | -33.8% |
| YTD | +12.8% | +10.3% | +2.4% | +4.6% |
| 1Y | +14.1% | +11.5% | +2.5% | +4.4% |
| 3Y | +146.0% | +17.5% | +128.4% | +86.2% |
| All | +82.1% | +79.0% | +3.0% | -31.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling