+251.9%
QCOM vs AEE
+219.0%
+32.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +13.0% | +0.6% | +12.4% | +12.8% |
| 30D | +0.2% | +8.8% | -8.7% | -2.1% |
| 3M | +9.2% | +5.1% | +4.2% | +7.7% |
| 6M | -15.0% | +5.2% | -20.2% | -16.6% |
| YTD | +5.2% | +16.1% | -10.9% | +0.1% |
| 1Y | +2.4% | +10.4% | -8.1% | -1.2% |
| 3Y | +52.0% | +63.1% | -11.2% | +27.7% |
| 5Y | +19.7% | +55.6% | -35.9% | +1.5% |
| All | +251.9% | +219.0% | +32.9% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 10y: compounded portfolio wealth divided by compounded AEE 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…
10y analysis · Full analysis span regression · 6 months rolling