+9,650.5%
QCOM vs AEIS
+1,770.4%
+7,880.1%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +6.1% | -0.6% | +3.8% |
| 7D | +0.4% | -11.3% | +11.7% | +3.4% |
| 30D | -6.6% | -32.6% | +26.0% | +3.8% |
| 3M | +3.7% | -39.2% | +42.8% | +17.6% |
| 6M | -13.3% | -45.4% | +32.0% | +0.7% |
| YTD | -1.8% | -5.8% | +4.0% | -4.3% |
| 1Y | -2.5% | -10.0% | +7.5% | -3.8% |
| 3Y | +47.0% | +121.2% | -74.2% | +10.9% |
| 5Y | +13.1% | +110.6% | -97.5% | -13.1% |
| 10Y | +224.7% | +326.6% | -101.9% | +97.5% |
| All | +9,650.5% | +1,770.4% | +7,880.1% | +2,437.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling