A 4-year data set of MAX-DOAS observations in the Beijing area (2008-2012) is analysed with a focus on NO2, HCHO and aerosols. Two very different retrieval methods are applied. Method A describes the tropospheric profile with 13 layers and makes use of the optimal estimation method. Method B uses 2-4 parameters to describe the tropospheric profile and an inversion based on a least-squares fit. For each constituent (NO₂, HCHO and aerosols) the retrieval outcomes are compared in terms of tropospheric column densities, surface concentrations and "characteristic profile heights" (i.e. the height below which 75% of the vertically integrated tropospheric column density resides). We find best agreement between the two methods for tropospheric NO₂ column densities, with a standard deviation of relative differences below 10%, a correlation of 0.99 and a linear regression with a slope of 1.03. For tropospheric HCHO column densities we find a similar slope, but also a systematic bias of almost 10% which is likely related to differences in profile height. Aerosol optical depths (AODs) retrieved with method B are 20% high compared to method A. They are more in agreement with AERONET measurements, which are on average only 5% lower, however with considerable relative differences (standard deviation ∼ 25%). With respect to near-surface volume mixing ratios and aerosol extinction we find considerably larger relative differences: 10 ± 30, -23 ± 28 and -8 ± 33% for aerosols, HCHO and NO2 respectively. The frequency distributions of these near-surface concentrations show however a quite good agreement, and this indicates that near-surface concentrations derived from MAX-DOAS are certainly useful in a climatological sense. A major difference between the two methods is the dynamic range of retrieved characteristic profile heights which is larger for method B than for method A. This effect is most pronounced for HCHO, where retrieved profile shapes with method A are very close to the a priori, and moderate for NO2 and aerosol extinction which on average show quite good agreement for characteristic profile heights below 1.5 km. One of the main advantages of method A is the stability, even under suboptimal conditions (e.g. in the presence of clouds). Method B is generally more unstable and this explains probably a substantial part of the quite large relative differences between the two methods. However, despite a relatively low precision for individual profile retrievals it appears as if seasonally averaged profile heights retrieved with method B are less biased towards a priori assumptions than those retrieved with method A. This gives confidence in the result obtained with method B, namely that aerosol extinction profiles tend on average to be higher than NO2 profiles in spring and summer, whereas they seem on average to be of the same height in winter, a result which is especially relevant in relation to the validation of satellite retrievals.