-71.3%
QID vs AEIS
+148.8%
-220.1%
-76.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +0.5% |
| 7D | -7.1% | +11.5% | -18.7% | -0.7% |
| 30D | +12.6% | -15.8% | +28.4% | +6.5% |
| 3M | +14.2% | -33.3% | +47.6% | -3.5% |
| 6M | +6.2% | -35.2% | +41.4% | -6.0% |
| YTD | -21.8% | +5.0% | -26.8% | -1.0% |
| 1Y | -23.1% | +8.5% | -31.6% | +0.5% |
| 3Y | -71.3% | +152.9% | -224.2% | -12.9% |
| All | -71.3% | +148.8% | -220.1% | -12.9% |
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