+68.0%
AEP vs QID
-80.6%
+148.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.6% |
| 7D | +0.9% | -1.9% | +2.8% | +0.8% |
| 30D | +1.5% | +1.7% | -0.2% | +1.6% |
| 3M | -1.7% | -3.9% | +2.2% | -1.8% |
| 6M | -4.0% | -30.0% | +25.9% | -5.9% |
| YTD | +10.6% | -28.2% | +38.8% | +8.6% |
| 1Y | +18.6% | -35.6% | +54.3% | +15.8% |
| 3Y | +78.7% | -74.3% | +153.0% | +61.1% |
| All | +68.0% | -80.6% | +148.6% | +42.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling