+355.1%
AEM vs QSR
+135.2%
+219.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.8% |
| 7D | -2.1% | -4.0% | +1.9% | -1.4% |
| 30D | +8.4% | +2.8% | +5.7% | +8.0% |
| 3M | +27.3% | +5.1% | +22.2% | +26.1% |
| 6M | -9.7% | +8.8% | -18.5% | -11.3% |
| YTD | +19.0% | +14.8% | +4.1% | +15.5% |
| 1Y | +31.5% | +25.7% | +5.8% | +25.5% |
| 3Y | +338.7% | +27.5% | +311.2% | +316.5% |
| 5Y | +307.4% | +41.3% | +266.2% | +278.7% |
| All | +355.1% | +135.2% | +219.9% | +224.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling