-99.1%
QID vs AEIS
+562.2%
-661.3%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.9% | -6.7% | +1.4% |
| 7D | +1.3% | +2.3% | -1.0% | +2.9% |
| 30D | +2.9% | -14.8% | +17.8% | -6.4% |
| 3M | -0.7% | -15.6% | +14.9% | -5.6% |
| 6M | -29.7% | -8.7% | -21.0% | -26.7% |
| YTD | -27.9% | +37.3% | -65.2% | +1.4% |
| 1Y | -34.6% | +80.3% | -114.9% | +14.7% |
| 3Y | -73.5% | +177.9% | -251.5% | -21.3% |
| 5Y | -81.0% | +235.8% | -316.8% | -18.5% |
| All | -99.1% | +562.2% | -661.3% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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