+194.6%
AEP vs QLD
+1,470.2%
-1,275.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.8% | -5.4% | +0.7% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | +4.5% | -19.6% | +24.1% | +6.7% |
| 3M | +2.8% | -14.1% | +17.0% | +4.2% |
| 6M | -0.7% | -13.6% | +13.0% | +0.1% |
| YTD | +13.8% | +12.5% | +1.3% | +10.9% |
| 1Y | +9.0% | +13.1% | -4.2% | +6.0% |
| 3Y | +83.0% | +154.7% | -71.7% | +54.7% |
| 5Y | +83.3% | +81.1% | +2.2% | +56.5% |
| 10Y | +194.6% | +1,418.0% | -1,223.4% | +58.8% |
| All | +194.6% | +1,470.2% | -1,275.6% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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