+181.5%
AEM vs QS
-43.2%
+224.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.0% | -3.4% | -1.5% |
| 7D | +4.3% | +2.2% | +2.1% | +4.3% |
| 30D | +13.1% | -8.1% | +21.2% | +13.4% |
| 3M | +24.8% | -27.0% | +51.8% | +25.7% |
| 6M | -8.2% | -16.4% | +8.2% | -7.8% |
| YTD | +19.8% | -46.4% | +66.2% | +21.3% |
| 1Y | +32.1% | -41.1% | +73.2% | +33.5% |
| 3Y | +348.2% | -18.6% | +366.8% | +348.1% |
| 5Y | +297.5% | -73.0% | +370.5% | +295.3% |
| All | +181.5% | -43.2% | +224.8% | +185.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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