+1,193.9%
AEIS vs QSR
+206.0%
+988.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.3% |
| 7D | +6.5% | -2.4% | +8.8% | +7.6% |
| 30D | -9.2% | +5.7% | -14.9% | -11.8% |
| 3M | -8.3% | +6.9% | -15.3% | -12.4% |
| 6M | -6.3% | +6.9% | -13.2% | -11.2% |
| YTD | +36.5% | +14.9% | +21.6% | +23.8% |
| 1Y | +84.8% | +29.1% | +55.7% | +57.0% |
| 3Y | +176.6% | +26.1% | +150.5% | +133.0% |
| 5Y | +237.1% | +42.3% | +194.8% | +163.4% |
| 10Y | +554.7% | +134.0% | +420.7% | +294.5% |
| All | +1,193.9% | +206.0% | +988.0% | +644.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling