+80.3%
AEIS vs QSR
+28.6%
+51.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.6% | +4.3% | +5.1% |
| 7D | +2.3% | -4.0% | +6.3% | +0.8% |
| 30D | -14.8% | +2.8% | -17.6% | -14.0% |
| 3M | -15.6% | +5.1% | -20.7% | -13.6% |
| 6M | -8.7% | +8.8% | -17.5% | -6.1% |
| YTD | +37.3% | +14.8% | +22.5% | +41.8% |
| 1Y | +80.3% | +25.7% | +54.6% | +87.5% |
| All | +80.3% | +28.6% | +51.7% | +87.5% |
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