+263.7%
QCOM vs AEP
+170.2%
+93.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.4% | +3.0% |
| 7D | +5.1% | +2.0% | +3.1% | +4.6% |
| 30D | +4.3% | +0.5% | +3.8% | +4.1% |
| 3M | -19.6% | -0.3% | -19.3% | -19.8% |
| 6M | +29.5% | -3.5% | +32.9% | +30.1% |
| YTD | +3.4% | +11.3% | -7.9% | 0.0% |
| 1Y | +10.9% | +20.2% | -9.3% | +4.9% |
| 3Y | +74.8% | +79.8% | -5.0% | +42.2% |
| 5Y | +36.2% | +65.6% | -29.4% | +13.6% |
| 10Y | +263.7% | +169.3% | +94.4% | +171.7% |
| All | +263.7% | +170.2% | +93.6% | +171.7% |
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