-80.8%
QID vs ALC
-15.6%
-65.1%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | -1.2% |
| 7D | -2.7% | -3.7% | +0.9% | -5.4% |
| 30D | +1.8% | -3.7% | +5.5% | -1.0% |
| 3M | -2.2% | +4.6% | -6.7% | +1.2% |
| 6M | -32.1% | -14.6% | -17.5% | -40.5% |
| YTD | -28.6% | -11.9% | -16.7% | -35.3% |
| 1Y | -36.3% | -13.1% | -23.2% | -42.9% |
| 3Y | -74.4% | -15.0% | -59.4% | -75.4% |
| 5Y | -80.8% | -16.2% | -64.6% | -77.8% |
| All | -80.8% | -15.6% | -65.1% | -77.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling