+4.4%
AAL vs QS
-62.6%
+67.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.2% | +4.1% | -0.4% |
| 7D | -0.1% | -14.0% | +13.9% | +2.0% |
| 30D | +11.7% | -6.4% | +18.1% | +12.7% |
| 3M | -12.5% | -40.3% | +27.7% | -6.5% |
| 6M | +3.6% | -57.5% | +61.1% | +14.8% |
| YTD | -14.1% | -64.7% | +50.6% | -3.3% |
| 1Y | +0.8% | -72.9% | +73.6% | +16.9% |
| 3Y | +11.8% | -33.5% | +45.3% | +6.4% |
| 5Y | -35.1% | -90.5% | +55.4% | -30.3% |
| All | +4.4% | -62.6% | +67.0% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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