+220.3%
AEP vs QSR
+206.0%
+14.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.3% |
| 7D | +0.9% | -2.4% | +3.2% | +1.3% |
| 30D | +1.5% | +5.7% | -4.2% | +0.5% |
| 3M | -1.7% | +6.9% | -8.6% | -2.9% |
| 6M | -4.0% | +6.9% | -10.9% | -5.2% |
| YTD | +10.6% | +14.9% | -4.3% | +7.8% |
| 1Y | +18.6% | +29.1% | -10.5% | +13.2% |
| 3Y | +78.7% | +26.1% | +52.6% | +69.9% |
| 5Y | +65.1% | +42.3% | +22.8% | +52.8% |
| 10Y | +177.7% | +134.0% | +43.8% | +133.5% |
| All | +220.3% | +206.0% | +14.3% | +161.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling