+717.8%
AEP vs QLD
+7,369.0%
-6,651.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.7% |
| 7D | -2.8% | -10.3% | +7.4% | -1.1% |
| 30D | +3.6% | -26.1% | +29.7% | +9.1% |
| 3M | +1.8% | -17.8% | +19.5% | +4.9% |
| 6M | -3.1% | -15.6% | +12.4% | -1.5% |
| YTD | +12.2% | +5.4% | +6.9% | +8.8% |
| 1Y | +9.1% | +5.2% | +3.9% | +5.6% |
| 3Y | +77.9% | +139.4% | -61.5% | +39.2% |
| 5Y | +78.1% | +66.7% | +11.4% | +42.7% |
| 10Y | +187.8% | +1,422.1% | -1,234.3% | +18.8% |
| All | +717.8% | +7,369.0% | -6,651.2% | +74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling