+230.9%
QCOM vs AEP
+191.0%
+39.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.2% | +3.3% |
| 7D | +5.8% | -1.5% | +7.3% | +6.2% |
| 30D | -2.3% | +4.5% | -6.8% | -3.4% |
| 3M | +2.7% | +2.8% | -0.1% | +1.9% |
| 6M | -21.0% | -0.7% | -20.4% | -21.2% |
| YTD | +1.8% | +13.8% | -12.0% | -2.0% |
| 1Y | +2.4% | +9.0% | -6.5% | -0.4% |
| 3Y | +52.1% | +83.0% | -30.9% | +23.5% |
| 5Y | +14.6% | +83.3% | -68.6% | -7.5% |
| 10Y | +230.9% | +194.6% | +36.3% | +140.7% |
| All | +230.9% | +191.0% | +39.9% | +140.7% |
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