+81.1%
QLD vs AME
+76.7%
+4.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.2% | +2.6% | +1.7% |
| 7D | -1.4% | -1.5% | +0.1% | +0.5% |
| 30D | -19.6% | -4.2% | -15.4% | -15.1% |
| 3M | -14.1% | -5.9% | -8.2% | -7.7% |
| 6M | -13.6% | +2.8% | -16.4% | -16.4% |
| YTD | +12.5% | +16.6% | -4.0% | -8.2% |
| 1Y | +13.1% | +22.1% | -9.0% | -13.1% |
| 3Y | +154.7% | +64.7% | +90.0% | +19.3% |
| 5Y | +81.1% | +76.6% | +4.5% | -27.7% |
| All | +81.1% | +76.7% | +4.4% | -27.7% |
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