-73.7%
QID vs AEIS
+172.0%
-245.7%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | -0.1% |
| 7D | -1.9% | +6.5% | -8.4% | +1.6% |
| 30D | +1.7% | -9.2% | +10.9% | -2.9% |
| 3M | -3.9% | -8.3% | +4.4% | -2.7% |
| 6M | -30.0% | -6.3% | -23.7% | -25.3% |
| YTD | -28.2% | +36.5% | -64.7% | -0.1% |
| 1Y | -35.6% | +84.8% | -120.4% | +14.5% |
| All | -73.7% | +172.0% | -245.7% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling