+152.0%
QQQM vs AIG
+185.7%
-33.6%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -0.6% | -1.2% | +0.6% | -0.3% |
| 30D | -1.2% | -1.1% | -0.1% | -1.0% |
| 3M | -0.1% | +0.7% | -0.8% | -0.6% |
| 6M | +18.0% | -2.2% | +20.1% | +18.1% |
| YTD | +16.7% | -10.8% | +27.5% | +19.4% |
| 1Y | +23.0% | -2.0% | +25.1% | +22.2% |
| 3Y | +93.3% | +34.8% | +58.5% | +75.0% |
| 5Y | +96.3% | +55.0% | +41.2% | +72.3% |
| All | +152.0% | +185.7% | -33.6% | +118.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 10y: compounded portfolio wealth divided by compounded AIG 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…
10y analysis · Full analysis span regression · 6 months rolling