+139.4%
QLD vs AON
+5.6%
+133.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +2.5% |
| 7D | -10.3% | +4.4% | -14.6% | -10.2% |
| 30D | -26.1% | +24.1% | -50.2% | -25.8% |
| 3M | -17.8% | -7.0% | -10.8% | -17.2% |
| 6M | -15.6% | +9.1% | -24.7% | -16.8% |
| YTD | +5.4% | -4.4% | +9.8% | +6.6% |
| 1Y | +5.2% | -0.8% | +6.0% | +5.2% |
| 3Y | +139.4% | +5.1% | +134.3% | +144.2% |
| All | +139.4% | +5.6% | +133.8% | +144.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling