-77.0%
QID vs AEIS
+142.3%
-219.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | 0.0% |
| 7D | -7.1% | +11.5% | -18.7% | +0.7% |
| 30D | +12.6% | -15.8% | +28.4% | +4.7% |
| 3M | +14.2% | -33.3% | +47.6% | -7.8% |
| 6M | +6.2% | -35.2% | +41.4% | -9.9% |
| YTD | -21.8% | +5.0% | -26.8% | +1.2% |
| 1Y | -23.1% | +8.5% | -31.6% | +3.3% |
| 3Y | -71.3% | +152.9% | -224.2% | +6.9% |
| All | -77.0% | +142.3% | -219.3% | +20.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling