+61.4%
AFL vs QID
-73.3%
+134.7%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.1% |
| 7D | -3.3% | +2.7% | -6.0% | -3.2% |
| 30D | -5.0% | +3.3% | -8.3% | -4.8% |
| 3M | -1.8% | -5.5% | +3.8% | -2.1% |
| 6M | +4.8% | -28.4% | +33.2% | +1.8% |
| YTD | +5.4% | -26.6% | +32.0% | +2.7% |
| 1Y | +9.0% | -34.1% | +43.1% | +4.8% |
| All | +61.4% | -73.3% | +134.7% | +37.3% |
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