-97.1%
QID vs ALC
+30.4%
-127.5%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.2% | -0.6% | +5.1% |
| 7D | -7.1% | -1.1% | -6.1% | -8.0% |
| 30D | +12.6% | +16.0% | -3.4% | +26.3% |
| 3M | +14.2% | +0.8% | +13.4% | +14.3% |
| 6M | +6.2% | +16.8% | -10.6% | +19.7% |
| YTD | -21.8% | -5.5% | -16.3% | -25.9% |
| 1Y | -23.1% | -5.3% | -17.9% | -26.8% |
| 3Y | -71.3% | +4.1% | -75.4% | -67.2% |
| 5Y | -77.0% | -7.1% | -69.9% | -71.7% |
| All | -97.1% | +30.4% | -127.5% | -94.1% |
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