+1,631.1%
QLD vs AME
+416.5%
+1,214.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -1.4% |
| 7D | +0.6% | +0.6% | -0.1% | -0.1% |
| 30D | -0.1% | -6.7% | +6.6% | +7.8% |
| 3M | -8.4% | +4.1% | -12.4% | -12.2% |
| 6M | +32.2% | +1.6% | +30.6% | +29.4% |
| YTD | +28.9% | +16.1% | +12.8% | +7.7% |
| 1Y | +43.8% | +27.3% | +16.5% | +6.7% |
| 3Y | +176.6% | +50.9% | +125.7% | +65.8% |
| 5Y | +121.6% | +81.4% | +40.2% | +11.8% |
| All | +1,631.1% | +416.5% | +1,214.5% | +303.3% |
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