+12.1%
QLD vs AME
+22.2%
-10.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -1.2% |
| 7D | +12.5% | +8.1% | +4.4% | +4.3% |
| 30D | -15.7% | -3.8% | -11.9% | -12.5% |
| 3M | -11.9% | -6.6% | -5.3% | -6.0% |
| 6M | -10.3% | +4.6% | -14.8% | -13.5% |
| YTD | +15.6% | +17.9% | -2.3% | -3.0% |
| 1Y | +12.1% | +23.2% | -11.1% | -9.6% |
| All | +12.1% | +22.2% | -10.1% | -9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling