+167.5%
AEP vs QLD
+1,628.0%
-1,460.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.8% | +0.6% | +1.2% | +1.7% |
| 30D | -0.8% | -0.1% | -0.7% | -0.8% |
| 3M | -1.8% | -8.4% | +6.5% | -1.3% |
| 6M | -5.4% | +32.2% | -37.6% | -9.1% |
| YTD | +10.4% | +28.9% | -18.5% | +6.3% |
| 1Y | +18.2% | +43.8% | -25.7% | +12.0% |
| 3Y | +79.0% | +176.6% | -97.6% | +50.3% |
| 5Y | +64.8% | +121.6% | -56.7% | +37.2% |
| All | +167.5% | +1,628.0% | -1,460.5% | +39.1% |
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