+86.2%
AEP vs QS
-90.5%
+176.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.2% | +5.4% | +0.3% |
| 7D | +2.9% | -14.0% | +16.9% | +3.0% |
| 30D | +3.2% | -6.4% | +9.6% | +3.2% |
| 3M | +3.8% | -40.3% | +44.1% | +4.3% |
| 6M | +2.5% | -57.5% | +60.0% | +3.4% |
| YTD | +15.5% | -64.7% | +80.2% | +16.6% |
| 1Y | +9.6% | -72.9% | +82.5% | +11.2% |
| 3Y | +91.2% | -33.5% | +124.6% | +85.7% |
| All | +86.2% | -90.5% | +176.8% | +92.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling