+50,186.6%
QCOM vs AEP
+1,888.0%
+48,298.7%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | +3.3% | +1.8% | +1.5% | +2.8% |
| 30D | +7.7% | -0.8% | +8.5% | +7.9% |
| 3M | -30.1% | -1.8% | -28.2% | -29.9% |
| 6M | +22.8% | -5.4% | +28.2% | +24.3% |
| YTD | +0.2% | +10.4% | -10.3% | -3.2% |
| 1Y | +7.9% | +18.2% | -10.3% | +1.9% |
| 3Y | +55.8% | +79.0% | -23.1% | +27.4% |
| 5Y | +30.1% | +64.8% | -34.8% | +8.5% |
| 10Y | +248.9% | +170.8% | +78.0% | +145.9% |
| All | +50,186.6% | +1,888.0% | +48,298.7% | +17,975.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling