+25.8%
AME vs QID
-33.5%
+59.2%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.3% | -3.2% | -0.2% |
| 7D | 0.0% | +2.7% | -2.7% | +0.8% |
| 30D | -8.6% | +3.3% | -11.9% | -7.7% |
| 3M | +5.8% | -5.5% | +11.3% | +5.2% |
| 6M | +3.8% | -28.4% | +32.2% | -4.1% |
| YTD | +14.4% | -26.6% | +41.0% | +6.4% |
| 1Y | +25.8% | -34.1% | +59.9% | +9.3% |
| All | +25.8% | -33.5% | +59.2% | +9.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling