+9,127.5%
QLD vs AJG
+1,738.4%
+7,389.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.6% |
| 7D | +0.6% | -1.8% | +2.4% | +2.1% |
| 30D | -0.1% | +4.6% | -4.8% | -4.6% |
| 3M | -8.4% | +24.9% | -33.3% | -28.0% |
| 6M | +32.2% | +17.2% | +15.0% | +7.7% |
| YTD | +28.9% | +2.2% | +26.7% | +16.8% |
| 1Y | +43.8% | -11.5% | +55.3% | +45.9% |
| 3Y | +176.6% | +16.7% | +159.9% | +101.3% |
| 5Y | +121.6% | +89.6% | +31.9% | +2.4% |
| 10Y | +1,652.9% | +512.4% | +1,140.5% | +179.8% |
| All | +9,127.5% | +1,738.4% | +7,389.1% | +565.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling