-15.6%
AA vs QID
-78.0%
+62.3%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -4.6% | +7.3% | +0.2% |
| 7D | +1.1% | -1.1% | +2.3% | +1.5% |
| 30D | -1.3% | +14.4% | -15.7% | +7.5% |
| 3M | -23.9% | +6.7% | -30.6% | -19.8% |
| 6M | -36.8% | +2.6% | -39.4% | -33.0% |
| YTD | -22.2% | -24.2% | +2.0% | -28.4% |
| 1Y | +10.4% | -22.3% | +32.6% | +3.6% |
| 3Y | +72.0% | -72.0% | +144.1% | +11.3% |
| 5Y | -15.6% | -78.2% | +62.5% | -46.5% |
| All | -15.6% | -78.0% | +62.3% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling