+2,080.8%
QQQ vs AAL
-34.9%
+2,115.8%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +0.2% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | -0.6% | -19.0% | +18.4% | +2.4% |
| 3M | +0.4% | -5.1% | +5.5% | +0.9% |
| 6M | +20.1% | +15.5% | +4.6% | +16.9% |
| YTD | +17.2% | -15.8% | +33.0% | +19.0% |
| 1Y | +24.7% | -0.3% | +25.0% | +23.1% |
| 3Y | +96.2% | -7.7% | +103.8% | +90.8% |
| 5Y | +94.4% | -32.5% | +126.9% | +94.0% |
| 10Y | +556.7% | -66.0% | +622.6% | +557.1% |
| All | +2,080.8% | -34.9% | +2,115.8% | +1,452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling