+1,542.6%
QLD vs AME
+442.0%
+1,100.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.3% |
| 7D | +12.5% | +8.1% | +4.4% | +3.0% |
| 30D | -15.7% | -3.8% | -11.9% | -11.6% |
| 3M | -11.9% | -6.6% | -5.3% | -4.8% |
| 6M | -10.3% | +4.6% | -14.8% | -14.4% |
| YTD | +15.6% | +17.9% | -2.3% | -5.1% |
| 1Y | +12.1% | +23.2% | -11.1% | -12.6% |
| 3Y | +150.7% | +62.9% | +87.7% | +36.5% |
| 5Y | +86.6% | +77.5% | +9.1% | -4.0% |
| All | +1,542.6% | +442.0% | +1,100.5% | +274.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 10y: compounded portfolio wealth divided by compounded AME 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…
10y analysis · Full analysis span regression · 6 months rolling