+170.5%
AEP vs QID
-99.2%
+269.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.3% |
| 7D | -0.9% | +1.3% | -2.2% | -0.8% |
| 30D | -1.1% | +2.9% | -4.0% | -0.7% |
| 3M | -3.3% | -0.7% | -2.6% | -3.2% |
| 6M | -4.6% | -29.7% | +25.0% | -8.1% |
| YTD | +9.4% | -27.9% | +37.3% | +5.9% |
| 1Y | +16.9% | -34.6% | +51.5% | +12.1% |
| 3Y | +76.6% | -73.5% | +150.2% | +52.3% |
| 5Y | +66.2% | -81.0% | +147.2% | +42.0% |
| All | +170.5% | -99.2% | +269.7% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID 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 QID 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