+91.2%
AEP vs QS
-22.5%
+113.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.0% |
| 7D | +0.7% | -5.0% | +5.7% | +0.7% |
| 30D | +4.8% | -1.4% | +6.2% | +4.8% |
| 3M | +5.4% | -33.6% | +38.9% | +5.0% |
| 6M | +0.4% | -47.6% | +47.9% | -0.1% |
| YTD | +15.5% | -59.6% | +75.1% | +14.9% |
| 1Y | +8.5% | -73.5% | +82.1% | +7.8% |
| All | +91.2% | -22.5% | +113.7% | +88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 3y: compounded portfolio wealth divided by compounded QS 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…
3y analysis · Full analysis span regression · 6 months rolling