-22.0%
QID vs AEE
+13.9%
-35.9%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -3.0% |
| 7D | +9.8% | +4.7% | +5.1% | +7.3% |
| 30D | +18.9% | +13.4% | +5.5% | +12.2% |
| 3M | +9.6% | +4.1% | +5.5% | +7.4% |
| 6M | -7.8% | +2.0% | -9.8% | -9.0% |
| YTD | -23.3% | +15.6% | -38.9% | -27.0% |
| 1Y | -22.0% | +14.1% | -36.1% | -25.8% |
| All | -22.0% | +13.9% | -35.9% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling