+25.6%
QQQ vs AAL
-2.5%
+28.1%
-12.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.1% | 0.0% |
| 7D | +0.4% | -3.7% | +4.1% | +1.0% |
| 30D | +0.2% | -20.8% | +21.0% | +4.3% |
| 3M | -2.8% | -1.3% | -1.5% | -2.9% |
| 6M | +18.0% | +5.4% | +12.6% | +15.3% |
| YTD | +17.3% | -14.4% | +31.7% | +17.3% |
| 1Y | +25.6% | +2.1% | +23.5% | +21.4% |
| All | +25.6% | -2.5% | +28.1% | +21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AAL.
Daily Out/Under-Performance
Portfolio return minus AAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAL 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 1y: compounded portfolio wealth divided by compounded AAL 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…
1y analysis · Full analysis span regression · 6 months rolling