+48.4%
QCOM vs AEP
+85.5%
-37.2%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | +4.3% | +2.9% | +1.4% | +4.8% |
| 30D | -0.1% | +3.2% | -3.3% | +0.5% |
| 3M | +5.2% | +3.8% | +1.4% | +6.0% |
| 6M | -18.4% | +2.5% | -20.9% | -18.0% |
| YTD | +2.4% | +15.5% | -13.1% | +6.0% |
| 1Y | +0.9% | +9.6% | -8.7% | +3.3% |
| 3Y | +48.4% | +91.2% | -42.8% | +72.4% |
| All | +48.4% | +85.5% | -37.2% | +72.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling