+1,351.8%
QLD vs AME
+442.8%
+909.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | -0.4% |
| 7D | -10.3% | -5.2% | -5.1% | -4.6% |
| 30D | -26.1% | -8.0% | -18.0% | -18.5% |
| 3M | -17.8% | -8.9% | -8.9% | -8.7% |
| 6M | -15.6% | -5.0% | -10.6% | -10.3% |
| YTD | +5.4% | +11.9% | -6.5% | -8.1% |
| 1Y | +5.2% | +16.6% | -11.4% | -12.6% |
| 3Y | +139.4% | +62.5% | +77.0% | +30.7% |
| 5Y | +66.7% | +67.6% | -0.9% | -8.2% |
| All | +1,351.8% | +442.8% | +909.0% | +274.9% |
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