+0.2%
AAL vs QS
-39.8%
+40.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | -0.9% | -5.0% | +4.0% | 0.0% |
| 30D | -16.0% | -18.3% | +2.3% | -12.5% |
| 3M | -4.2% | -26.0% | +21.8% | +0.7% |
| 6M | +15.7% | -24.0% | +39.7% | +19.4% |
| YTD | -16.2% | -50.3% | +34.1% | -8.1% |
| 1Y | +0.2% | -38.0% | +38.2% | +12.0% |
| All | +0.2% | -39.8% | +40.0% | +12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling