+295.8%
AFL vs QID
-99.2%
+395.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.3% |
| 7D | -1.6% | +1.3% | -2.9% | -1.4% |
| 30D | -4.0% | +2.9% | -7.0% | -3.4% |
| 3M | -0.5% | -0.7% | +0.2% | -0.4% |
| 6M | +6.5% | -29.7% | +36.2% | -1.2% |
| YTD | +6.2% | -27.9% | +34.0% | -0.8% |
| 1Y | +8.3% | -34.6% | +42.9% | -1.0% |
| 3Y | +62.5% | -73.5% | +136.1% | +23.4% |
| 5Y | +136.2% | -81.0% | +217.2% | +79.2% |
| All | +295.8% | -99.2% | +395.0% | +51.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling