+1,520.2%
QLD vs AME
+437.3%
+1,082.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.6% | +4.1% | +4.0% |
| 7D | -1.2% | +1.1% | -2.3% | -1.8% |
| 30D | -15.7% | -4.1% | -11.6% | -11.3% |
| 3M | -10.0% | -6.3% | -3.7% | -3.1% |
| 6M | -11.2% | +3.5% | -14.8% | -14.4% |
| YTD | +16.4% | +17.3% | -0.9% | -3.8% |
| 1Y | +12.7% | +22.0% | -9.3% | -11.1% |
| 3Y | +152.3% | +62.0% | +90.3% | +38.4% |
| 5Y | +91.8% | +78.5% | +13.3% | -1.9% |
| 10Y | +1,520.2% | +441.6% | +1,078.6% | +275.8% |
| All | +1,520.2% | +437.3% | +1,082.9% | +275.8% |
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