+7,443.4%
QLD vs AON
+1,151.0%
+6,292.5%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.8% | +5.3% | +5.0% |
| 7D | -10.3% | +4.4% | -14.6% | -13.9% |
| 30D | -26.1% | +24.1% | -50.2% | -39.7% |
| 3M | -17.8% | -7.0% | -10.8% | -15.0% |
| 6M | -15.6% | +9.1% | -24.7% | -27.2% |
| YTD | +5.4% | -4.4% | +9.8% | -0.3% |
| 1Y | +5.2% | -0.8% | +6.0% | -4.4% |
| 3Y | +139.4% | +5.1% | +134.3% | +93.2% |
| 5Y | +66.7% | +20.4% | +46.3% | +21.0% |
| 10Y | +1,422.1% | +239.2% | +1,182.9% | +277.3% |
| All | +7,443.4% | +1,151.0% | +6,292.5% | +476.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling