+12.4%
AA vs QID
-80.7%
+93.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -1.7% |
| 7D | -0.6% | -1.9% | +1.3% | -1.6% |
| 30D | -1.6% | +1.7% | -3.3% | -0.5% |
| 3M | -29.8% | -3.9% | -25.9% | -30.0% |
| 6M | -16.6% | -30.0% | +13.4% | -28.4% |
| YTD | -4.0% | -28.2% | +24.2% | -15.7% |
| 1Y | +63.5% | -35.6% | +99.2% | +38.5% |
| 3Y | +86.8% | -74.3% | +161.0% | +15.4% |
| 5Y | +12.4% | -80.8% | +93.2% | -33.1% |
| All | +12.4% | -80.7% | +93.0% | -33.1% |
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 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