+724.8%
AEP vs QID
-100.0%
+824.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.7% |
| 7D | +2.9% | -7.1% | +10.0% | +1.6% |
| 30D | +3.2% | +12.6% | -9.4% | +5.8% |
| 3M | +3.8% | +14.2% | -10.4% | +6.8% |
| 6M | +2.5% | +6.2% | -3.7% | +4.4% |
| YTD | +15.5% | -21.8% | +37.3% | +11.4% |
| 1Y | +9.6% | -23.1% | +32.7% | +5.5% |
| 3Y | +91.2% | -71.3% | +162.5% | +54.4% |
| 5Y | +88.2% | -77.0% | +165.2% | +54.9% |
| 10Y | +205.1% | -99.0% | +304.1% | +30.1% |
| All | +724.8% | -100.0% | +824.8% | +63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling