+230.9%
QCOM vs AEIS
+358.4%
-127.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +11.3% | -7.7% | -1.5% |
| 7D | +5.8% | +1.0% | +4.8% | +4.1% |
| 30D | -2.3% | -24.0% | +21.7% | +9.2% |
| 3M | +2.7% | -32.5% | +35.2% | +19.3% |
| 6M | -21.0% | -38.6% | +17.6% | -5.7% |
| YTD | +1.8% | +4.8% | -3.0% | -10.4% |
| 1Y | +2.4% | +1.3% | +1.1% | -8.6% |
| 3Y | +52.1% | +159.2% | -107.1% | -19.3% |
| 5Y | +14.6% | +140.8% | -126.2% | -37.6% |
| 10Y | +230.9% | +349.8% | -118.9% | +11.1% |
| All | +230.9% | +358.4% | -127.6% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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