-70.9%
AAL vs QID
-100.0%
+29.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.5% | -6.1% | -5.3% |
| 7D | +2.9% | -11.8% | +14.7% | -4.5% |
| 30D | +6.5% | +14.2% | -7.7% | +17.6% |
| 3M | -10.9% | +8.8% | -19.6% | -3.9% |
| 6M | +4.9% | +1.5% | +3.4% | +10.9% |
| YTD | -13.2% | -23.8% | +10.6% | -21.6% |
| 1Y | -1.1% | -22.0% | +20.9% | -8.8% |
| 3Y | +12.8% | -71.9% | +84.7% | -36.8% |
| 5Y | -34.4% | -77.6% | +43.2% | -58.4% |
| 10Y | -67.9% | -99.1% | +31.2% | -97.1% |
| All | -70.9% | -100.0% | +29.1% | -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