-95.0%
AAOX vs QID
-29.3%
-65.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.6% | -13.4% | -2.0% |
| 7D | -3.4% | -7.1% | +3.8% | -20.5% |
| 30D | -72.8% | +12.6% | -85.5% | -42.0% |
| 3M | -90.7% | +14.2% | -104.9% | -75.0% |
| 6M | -98.2% | +6.2% | -104.4% | -93.8% |
| All | -95.0% | -29.3% | -65.8% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling