-71.3%
AAL vs QID
-100.0%
+28.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.0% |
| 7D | -3.7% | -0.6% | -3.1% | -4.1% |
| 30D | -20.8% | 0.0% | -20.8% | -20.6% |
| 3M | -1.3% | +3.7% | -5.0% | +3.5% |
| 6M | +5.4% | -29.9% | +35.2% | -12.0% |
| YTD | -14.4% | -28.8% | +14.4% | -27.3% |
| 1Y | +2.1% | -37.2% | +39.3% | -19.0% |
| 3Y | -10.6% | -73.7% | +63.2% | -52.4% |
| 5Y | -32.2% | -80.7% | +48.5% | -61.7% |
| 10Y | -62.7% | -99.1% | +36.4% | -96.8% |
| All | -71.3% | -100.0% | +28.7% | -99.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling