+85.2%
AME vs QID
-80.7%
+165.9%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.5% |
| 7D | +1.3% | -1.9% | +3.2% | +0.8% |
| 30D | -6.6% | +1.7% | -8.3% | -6.0% |
| 3M | +3.0% | -3.9% | +6.9% | +2.9% |
| 6M | +5.3% | -30.0% | +35.3% | -2.9% |
| YTD | +15.4% | -28.2% | +43.7% | +7.5% |
| 1Y | +26.8% | -35.6% | +62.5% | +15.1% |
| 3Y | +56.5% | -74.3% | +130.8% | +16.9% |
| 5Y | +85.2% | -80.8% | +166.1% | +36.7% |
| All | +85.2% | -80.7% | +165.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling