+1,418.0%
QLD vs AON
+228.2%
+1,189.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.3% | +6.5% | +6.6% |
| 7D | -1.4% | +0.7% | -2.1% | -2.1% |
| 30D | -19.6% | +23.1% | -42.7% | -31.5% |
| 3M | -14.1% | -6.0% | -8.1% | -12.0% |
| 6M | -13.6% | +7.9% | -21.5% | -23.0% |
| YTD | +12.5% | -4.1% | +16.7% | +7.9% |
| 1Y | +13.1% | -2.3% | +15.5% | +6.3% |
| 3Y | +154.7% | +3.4% | +151.3% | +114.9% |
| 5Y | +81.1% | +17.1% | +64.0% | +38.0% |
| 10Y | +1,418.0% | +230.6% | +1,187.4% | +387.8% |
| All | +1,418.0% | +228.2% | +1,189.8% | +387.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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