+263.7%
QCOM vs AEIS
+546.3%
-282.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.8% | +0.4% | +1.9% |
| 7D | +5.1% | +8.1% | -3.1% | +1.3% |
| 30D | +4.3% | -11.1% | +15.4% | +9.2% |
| 3M | -19.6% | -5.6% | -14.0% | -19.6% |
| 6M | +29.5% | -0.6% | +30.1% | +23.6% |
| YTD | +3.4% | +38.0% | -34.7% | -17.9% |
| 1Y | +10.9% | +87.2% | -76.3% | -25.3% |
| 3Y | +74.8% | +179.7% | -104.9% | -7.7% |
| 5Y | +36.2% | +241.7% | -205.6% | -35.3% |
| 10Y | +263.7% | +547.2% | -283.4% | +12.4% |
| All | +263.7% | +546.3% | -282.6% | +12.4% |
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