+98.5%
AEP vs QS
-57.3%
+155.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +1.1% |
| 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% | +5.3% |
| 6M | +0.4% | -47.6% | +47.9% | +0.4% |
| YTD | +15.5% | -59.6% | +75.1% | +15.5% |
| 1Y | +8.5% | -73.5% | +82.1% | +8.6% |
| 3Y | +84.6% | -23.0% | +107.6% | +83.8% |
| 5Y | +86.9% | -89.4% | +176.3% | +83.5% |
| All | +98.5% | -57.3% | +155.8% | +101.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling