+67.2%
AEP vs QSR
+40.5%
+26.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -0.9% | -4.0% | +3.1% | -0.1% |
| 30D | -1.1% | +2.8% | -3.8% | -1.7% |
| 3M | -3.3% | +5.1% | -8.4% | -4.4% |
| 6M | -4.6% | +8.8% | -13.4% | -6.4% |
| YTD | +9.4% | +14.8% | -5.4% | +6.0% |
| 1Y | +16.9% | +25.7% | -8.8% | +10.8% |
| 3Y | +76.6% | +27.5% | +49.1% | +63.3% |
| All | +67.2% | +40.5% | +26.6% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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