+3.1%
AAL vs QS
-46.4%
+49.5%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +1.0% |
| 7D | -0.9% | -3.6% | +2.7% | -0.5% |
| 30D | -12.9% | -17.2% | +4.4% | -10.8% |
| 3M | -11.2% | -27.0% | +15.8% | -8.0% |
| 6M | +17.8% | -24.6% | +42.4% | +21.0% |
| YTD | -15.1% | -49.3% | +34.2% | -8.9% |
| 1Y | +0.5% | -40.3% | +40.8% | +4.3% |
| 3Y | -7.7% | -23.8% | +16.1% | -14.0% |
| 5Y | -31.3% | -75.0% | +43.6% | -32.2% |
| All | +3.1% | -46.4% | +49.5% | -4.1% |
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