+77.5%
AME vs QID
-77.9%
+155.4%
-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% | 0.0% | +0.7% |
| 7D | +8.1% | -11.8% | +19.9% | +4.5% |
| 30D | -3.8% | +14.2% | -18.0% | +0.7% |
| 3M | -6.6% | +8.8% | -15.4% | -3.3% |
| 6M | +4.6% | +1.5% | +3.1% | +7.5% |
| YTD | +17.9% | -23.8% | +41.7% | +13.0% |
| 1Y | +23.2% | -22.0% | +45.2% | +19.1% |
| 3Y | +62.9% | -71.9% | +134.8% | +25.8% |
| 5Y | +77.5% | -77.6% | +155.1% | +37.9% |
| All | +77.5% | -77.9% | +155.4% | +37.9% |
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