+117.0%
AA vs QID
-99.2%
+216.1%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -1.0% |
| 7D | -3.4% | +1.3% | -4.7% | -2.7% |
| 30D | -5.8% | +2.9% | -8.7% | -4.1% |
| 3M | -29.9% | -0.7% | -29.2% | -29.2% |
| 6M | -27.0% | -29.7% | +2.7% | -37.1% |
| YTD | -8.7% | -27.9% | +19.2% | -19.4% |
| 1Y | +50.6% | -34.6% | +85.2% | +28.8% |
| 3Y | +74.1% | -73.5% | +147.6% | +8.5% |
| 5Y | +2.6% | -81.0% | +83.6% | -34.3% |
| All | +117.0% | -99.2% | +216.1% | -60.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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