-65.3%
AAOX vs QID
-35.4%
-29.9%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.3% | +10.9% | +12.1% |
| 7D | +15.2% | -2.7% | +18.0% | +4.5% |
| 30D | -40.3% | +1.8% | -42.1% | -34.0% |
| 3M | -81.2% | -2.2% | -79.0% | -72.2% |
| All | -65.3% | -35.4% | -29.9% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · Available span rolling