-69.2%
AAL vs QID
-100.0%
+30.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | +0.5% |
| 7D | +10.1% | +1.8% | +8.3% | +12.5% |
| 30D | +10.6% | +21.6% | -11.0% | +27.1% |
| 3M | -5.9% | +12.6% | -18.6% | +3.6% |
| 6M | +5.7% | +6.9% | -1.2% | +15.4% |
| YTD | -8.0% | -20.5% | +12.6% | -14.7% |
| 1Y | +6.0% | -18.1% | +24.1% | +0.8% |
| 3Y | +19.6% | -70.7% | +90.3% | -31.2% |
| 5Y | -34.6% | -77.2% | +42.7% | -58.2% |
| 10Y | -65.5% | -99.0% | +33.5% | -96.8% |
| All | -69.2% | -100.0% | +30.8% | -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