+30.9%
QCOM vs AEIS
+219.5%
-188.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -1.1% |
| 7D | +3.3% | +3.0% | +0.4% | +1.8% |
| 30D | +7.7% | -14.6% | +22.3% | +15.4% |
| 3M | -30.1% | -12.4% | -17.6% | -27.3% |
| 6M | +22.8% | -15.0% | +37.8% | +25.8% |
| YTD | +0.2% | +34.3% | -34.1% | -22.6% |
| 1Y | +7.9% | +87.4% | -79.5% | -33.1% |
| 3Y | +55.8% | +139.8% | -84.0% | -21.9% |
| All | +30.9% | +219.5% | -188.7% | -49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling