+57.5%
AME vs QID
-74.5%
+132.0%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | +0.1% |
| 7D | +2.8% | -2.7% | +5.5% | +2.0% |
| 30D | -6.3% | +1.8% | -8.1% | -5.7% |
| 3M | +5.4% | -2.2% | +7.5% | +5.8% |
| 6M | +7.4% | -32.1% | +39.6% | -1.7% |
| YTD | +16.2% | -28.6% | +44.7% | +8.0% |
| 1Y | +26.8% | -36.3% | +63.1% | +14.8% |
| 3Y | +57.5% | -74.4% | +131.9% | +17.3% |
| All | +57.5% | -74.5% | +132.0% | +17.3% |
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