-97.3%
QID vs ALC
+20.4%
-117.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | -0.3% |
| 7D | -1.9% | -5.3% | +3.3% | -6.1% |
| 30D | +1.7% | -7.1% | +8.8% | -4.1% |
| 3M | -3.9% | +0.8% | -4.7% | -3.4% |
| 6M | -30.0% | -16.0% | -14.0% | -39.7% |
| YTD | -28.2% | -12.7% | -15.5% | -35.9% |
| 1Y | -35.6% | -12.8% | -22.8% | -42.3% |
| 3Y | -74.3% | -15.8% | -58.4% | -75.6% |
| 5Y | -80.8% | -16.7% | -64.2% | -78.2% |
| All | -97.3% | +20.4% | -117.7% | -94.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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