+67.2%
QLD vs AME
+66.2%
+0.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | -0.5% |
| 7D | -10.3% | -5.2% | -5.1% | -4.3% |
| 30D | -26.1% | -8.0% | -18.0% | -18.1% |
| 3M | -17.8% | -8.9% | -8.9% | -8.2% |
| 6M | -15.6% | -5.0% | -10.6% | -10.2% |
| YTD | +5.4% | +11.9% | -6.5% | -9.8% |
| 1Y | +5.2% | +16.6% | -11.4% | -14.6% |
| 3Y | +139.4% | +62.5% | +77.0% | +12.5% |
| All | +67.2% | +66.2% | +0.9% | -30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling