+416.2%
AME vs QID
-99.1%
+515.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -0.1% |
| 7D | 0.0% | +2.7% | -2.7% | +1.0% |
| 30D | -8.6% | +3.3% | -11.9% | -7.5% |
| 3M | +5.8% | -5.5% | +11.3% | +5.0% |
| 6M | +3.8% | -28.4% | +32.2% | -5.3% |
| YTD | +14.4% | -26.6% | +41.0% | +5.7% |
| 1Y | +25.8% | -34.1% | +59.9% | +12.6% |
| 3Y | +55.2% | -73.7% | +128.9% | +8.6% |
| 5Y | +85.5% | -80.7% | +166.2% | +31.9% |
| All | +416.2% | -99.1% | +515.4% | +56.2% |
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