+93.9%
QQQ vs AAL
-36.6%
+130.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -1.3% | -0.9% | -0.3% | -1.0% |
| 30D | -1.4% | -16.0% | +14.6% | +2.9% |
| 3M | +2.3% | -4.2% | +6.5% | +2.7% |
| 6M | +16.9% | +15.7% | +1.2% | +11.3% |
| YTD | +15.6% | -16.2% | +31.8% | +18.6% |
| 1Y | +22.6% | +0.2% | +22.4% | +19.3% |
| 3Y | +93.5% | -8.1% | +101.6% | +80.2% |
| 5Y | +93.9% | -32.2% | +126.1% | +86.2% |
| All | +93.9% | -36.6% | +130.5% | +86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling