+87.4%
AEIS vs QSR
+33.2%
+54.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | +3.0% | +2.4% | +0.5% | +3.8% |
| 30D | -14.6% | +7.6% | -22.3% | -12.7% |
| 3M | -12.4% | +12.6% | -25.1% | -9.0% |
| 6M | -15.0% | +14.4% | -29.3% | -11.6% |
| YTD | +34.3% | +19.6% | +14.7% | +40.0% |
| 1Y | +87.4% | +33.9% | +53.5% | +96.1% |
| All | +87.4% | +33.2% | +54.1% | +96.1% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 1y: compounded portfolio wealth divided by compounded QSR 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…
1y analysis · Full analysis span regression · 6 months rolling