+90.5%
AA vs QID
-74.5%
+165.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.3% | +3.7% |
| 7D | +1.7% | -2.7% | +4.4% | 0.0% |
| 30D | +3.3% | +1.8% | +1.5% | +4.5% |
| 3M | -29.4% | -2.2% | -27.3% | -28.9% |
| 6M | -12.8% | -32.1% | +19.3% | -28.2% |
| YTD | -2.1% | -28.6% | +26.4% | -16.0% |
| 1Y | +62.8% | -36.3% | +99.1% | +33.3% |
| 3Y | +90.5% | -74.4% | +164.9% | +5.6% |
| All | +90.5% | -74.5% | +165.0% | +5.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling