+48.4%
QCOM vs AEIS
+148.8%
-100.4%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.0% | +1.3% | -1.1% |
| 7D | +4.3% | +11.5% | -7.2% | -0.3% |
| 30D | -0.1% | -15.8% | +15.7% | +5.5% |
| 3M | +5.2% | -33.3% | +38.5% | +20.5% |
| 6M | -18.4% | -35.2% | +16.8% | -6.7% |
| YTD | +2.4% | +5.0% | -2.6% | -10.5% |
| 1Y | +0.9% | +8.5% | -7.6% | -13.4% |
| 3Y | +48.4% | +152.9% | -104.5% | -21.8% |
| All | +48.4% | +148.8% | -100.4% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling