+9,846.8%
QCOM vs AEIS
+2,566.8%
+7,280.0%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.4% | -2.3% | -0.6% |
| 7D | +3.3% | +3.0% | +0.4% | +2.5% |
| 30D | +7.7% | -14.6% | +22.3% | +12.1% |
| 3M | -30.1% | -12.4% | -17.6% | -28.2% |
| 6M | +22.8% | -15.0% | +37.8% | +25.7% |
| YTD | +0.2% | +34.3% | -34.1% | -10.8% |
| 1Y | +7.9% | +87.4% | -79.5% | -13.0% |
| 3Y | +55.8% | +139.8% | -84.0% | +15.8% |
| 5Y | +30.1% | +220.7% | -190.7% | -10.4% |
| 10Y | +248.9% | +531.6% | -282.7% | +92.0% |
| All | +9,846.8% | +2,566.8% | +7,280.0% | +2,265.8% |
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 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