+281.8%
QCOM vs AEE
+186.8%
+95.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.8% | +1.4% |
| 7D | +4.4% | +1.1% | +3.3% | +4.1% |
| 30D | +9.4% | 0.0% | +9.4% | +9.3% |
| 3M | -13.7% | -0.9% | -12.7% | -13.8% |
| 6M | +28.9% | -2.4% | +31.3% | +29.0% |
| YTD | +4.7% | +8.6% | -3.9% | +1.5% |
| 1Y | +13.5% | +10.2% | +3.3% | +9.4% |
| 3Y | +77.1% | +47.8% | +29.3% | +53.3% |
| 5Y | +38.9% | +40.1% | -1.2% | +21.7% |
| 10Y | +281.8% | +195.0% | +86.8% | +183.9% |
| All | +281.8% | +186.8% | +95.0% | +183.9% |
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