+152.5%
QQQM vs AAL
+2.8%
+149.8%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.3% |
| 30D | -0.6% | -13.7% | +13.1% | +2.4% |
| 3M | +1.3% | -8.2% | +9.5% | +2.6% |
| 6M | +18.2% | +13.1% | +5.1% | +14.1% |
| YTD | +16.9% | -15.6% | +32.5% | +19.3% |
| 1Y | +24.0% | +1.4% | +22.6% | +21.1% |
| 3Y | +96.0% | -7.4% | +103.5% | +85.5% |
| 5Y | +95.2% | -35.9% | +131.1% | +88.5% |
| All | +152.5% | +2.8% | +149.8% | +143.1% |
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