+91.3%
QQQ vs AAL
-8.3%
+99.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -1.3% | -0.9% | -0.3% | -1.1% |
| 30D | -1.4% | -16.0% | +14.6% | +2.0% |
| 3M | +2.3% | -4.2% | +6.5% | +2.7% |
| 6M | +16.9% | +15.7% | +1.2% | +12.5% |
| YTD | +15.6% | -16.2% | +31.8% | +17.9% |
| 1Y | +22.6% | +0.2% | +22.4% | +20.0% |
| All | +91.3% | -8.3% | +99.6% | +72.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling