+164.9%
AEIS vs QSR
+25.0%
+139.8%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.5% | -4.0% |
| 7D | -0.2% | -4.7% | +4.5% | +0.5% |
| 30D | -16.4% | +4.3% | -20.7% | -17.2% |
| 3M | -11.1% | +5.4% | -16.6% | -12.5% |
| 6M | -12.0% | +8.2% | -20.2% | -14.6% |
| YTD | +30.9% | +14.1% | +16.7% | +24.1% |
| 1Y | +74.3% | +28.1% | +46.2% | +57.0% |
| All | +164.9% | +25.0% | +139.8% | +135.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling