+122.5%
QLD vs AJG
+77.5%
+45.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.2% | +0.8% |
| 7D | +1.9% | -7.4% | +9.3% | +5.7% |
| 30D | -1.8% | -3.0% | +1.2% | -0.8% |
| 3M | -0.1% | +12.8% | -12.9% | -9.4% |
| 6M | +32.6% | +12.8% | +19.7% | +18.7% |
| YTD | +27.9% | -4.7% | +32.7% | +27.7% |
| 1Y | +40.3% | -17.2% | +57.5% | +55.2% |
| 3Y | +182.5% | +10.2% | +172.3% | +107.5% |
| 5Y | +122.5% | +76.9% | +45.6% | -17.3% |
| All | +122.5% | +77.5% | +45.0% | -17.3% |
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