+11.2%
QCOM vs AEP
+77.9%
-66.7%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.2% | +5.7% | +5.5% |
| 7D | +0.4% | -2.8% | +3.2% | +0.7% |
| 30D | -6.6% | +3.6% | -10.3% | -7.0% |
| 3M | +3.7% | +1.8% | +1.9% | +3.5% |
| 6M | -13.3% | -3.1% | -10.2% | -13.3% |
| YTD | -1.8% | +12.2% | -14.0% | -3.4% |
| 1Y | -2.5% | +9.1% | -11.6% | -3.8% |
| 3Y | +47.0% | +77.9% | -30.9% | +27.4% |
| All | +11.2% | +77.9% | -66.7% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling