-100.0%
QID vs AEIS
+1,763.7%
-1,863.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.0% | +6.6% | +0.3% |
| 7D | -7.1% | +11.5% | -18.7% | -0.4% |
| 30D | +12.6% | -15.8% | +28.4% | +6.0% |
| 3M | +14.2% | -33.3% | +47.6% | -4.4% |
| 6M | +6.2% | -35.2% | +41.4% | -6.8% |
| YTD | -21.8% | +5.0% | -26.8% | -5.4% |
| 1Y | -23.1% | +8.5% | -31.6% | -4.4% |
| 3Y | -71.3% | +152.9% | -224.2% | -27.9% |
| 5Y | -77.0% | +144.6% | -221.6% | -30.1% |
| 10Y | -99.0% | +337.1% | -436.2% | -93.4% |
| All | -100.0% | +1,763.7% | -1,863.7% | -99.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling