+250.8%
QCOM vs AEP
+207.2%
+43.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.1% | +0.7% | +1.5% |
| 7D | +2.0% | +0.7% | +1.2% | +1.8% |
| 30D | +1.2% | +4.8% | -3.6% | +0.1% |
| 3M | +9.1% | +5.4% | +3.8% | +7.7% |
| 6M | -25.0% | +0.4% | -25.4% | -25.3% |
| YTD | +4.8% | +15.5% | -10.7% | +0.6% |
| 1Y | +3.6% | +8.5% | -4.9% | +0.9% |
| 3Y | +51.5% | +84.6% | -33.1% | +22.9% |
| 5Y | +19.7% | +86.9% | -67.2% | -3.7% |
| All | +250.8% | +207.2% | +43.6% | +159.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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