-64.8%
AAL vs QID
-99.2%
+34.4%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +0.4% |
| 7D | -0.9% | +1.3% | -2.2% | -0.3% |
| 30D | -12.9% | +2.9% | -15.8% | -11.4% |
| 3M | -11.2% | -0.7% | -10.5% | -10.1% |
| 6M | +17.8% | -29.7% | +47.5% | +3.3% |
| YTD | -15.1% | -27.9% | +12.7% | -24.2% |
| 1Y | +0.5% | -34.6% | +35.0% | -13.4% |
| 3Y | -7.7% | -73.5% | +65.9% | -40.7% |
| 5Y | -31.3% | -81.0% | +49.7% | -54.2% |
| All | -64.8% | -99.2% | +34.4% | -92.7% |
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 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