+4.0%
AAL vs QS
-44.4%
+48.4%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.7% | +1.2% |
| 7D | -3.7% | -2.3% | -1.4% | -3.4% |
| 30D | -20.8% | -0.7% | -20.1% | -20.8% |
| 3M | -1.3% | -39.6% | +38.4% | +4.6% |
| 6M | +5.4% | -21.7% | +27.1% | +7.7% |
| YTD | -14.4% | -47.4% | +33.1% | -8.4% |
| 1Y | +2.1% | -28.4% | +30.5% | +3.3% |
| 3Y | -10.6% | -22.6% | +12.0% | -16.8% |
| 5Y | -32.2% | -75.6% | +43.4% | -33.1% |
| All | +4.0% | -44.4% | +48.4% | -3.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling