+81.5%
AEP vs QLD
+81.6%
-0.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -0.8% | -3.8% | +3.0% | -0.7% |
| 30D | +4.9% | -20.5% | +25.4% | +6.0% |
| 3M | +4.9% | -14.6% | +19.5% | +5.5% |
| 6M | -0.3% | -14.7% | +14.4% | +0.1% |
| YTD | +14.3% | +11.2% | +3.1% | +12.6% |
| 1Y | +7.5% | +7.1% | +0.4% | +6.2% |
| 3Y | +82.6% | +141.1% | -58.5% | +63.0% |
| 5Y | +81.5% | +84.3% | -2.8% | +52.6% |
| All | +81.5% | +81.6% | -0.1% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling