+302.2%
AEM vs QID
-71.4%
+373.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | +0.7% |
| 7D | -6.8% | -7.1% | +0.3% | -8.4% |
| 30D | +0.8% | +12.6% | -11.8% | +4.6% |
| 3M | -0.8% | +14.2% | -15.1% | +3.6% |
| 6M | -8.5% | +6.2% | -14.7% | -4.9% |
| YTD | +5.9% | -21.8% | +27.7% | +4.3% |
| 1Y | +6.6% | -23.1% | +29.7% | +4.9% |
| 3Y | +302.2% | -71.3% | +373.5% | +242.3% |
| All | +302.2% | -71.4% | +373.6% | +242.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling