-33.9%
AAL vs QID
-78.0%
+44.1%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.6% | -2.6% |
| 7D | +3.4% | -1.1% | +4.6% | +3.7% |
| 30D | +11.7% | +14.4% | -2.7% | +21.8% |
| 3M | -7.8% | +6.7% | -14.4% | -2.7% |
| 6M | +10.2% | +2.6% | +7.7% | +16.5% |
| YTD | -8.0% | -24.2% | +16.2% | -15.9% |
| 1Y | +8.5% | -22.3% | +30.8% | +1.1% |
| 3Y | +19.5% | -72.0% | +91.5% | -27.1% |
| 5Y | -33.9% | -78.2% | +44.3% | -57.6% |
| All | -33.9% | -78.0% | +44.1% | -57.6% |
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 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