+65.3%
AA vs QID
-35.0%
+100.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -1.7% |
| 7D | -0.6% | -1.9% | +1.3% | -1.7% |
| 30D | -1.6% | +1.7% | -3.3% | -0.5% |
| 3M | -29.8% | -3.9% | -25.9% | -30.3% |
| 6M | -16.6% | -30.0% | +13.4% | -30.5% |
| YTD | -4.0% | -28.2% | +24.2% | -17.4% |
| All | +65.3% | -35.0% | +100.3% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling