+1,418.0%
QLD vs AEE
+205.5%
+1,212.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.0% | +5.8% | +6.2% |
| 7D | -1.4% | +2.3% | -3.8% | -2.7% |
| 30D | -19.6% | +11.6% | -31.2% | -24.8% |
| 3M | -14.1% | +5.5% | -19.6% | -17.1% |
| 6M | -13.6% | +6.0% | -19.6% | -18.0% |
| YTD | +12.5% | +16.6% | -4.0% | -0.2% |
| 1Y | +13.1% | +12.1% | +1.1% | +2.9% |
| 3Y | +154.7% | +64.2% | +90.5% | +71.4% |
| 5Y | +81.1% | +59.1% | +22.0% | +24.4% |
| 10Y | +1,418.0% | +210.2% | +1,207.8% | +704.0% |
| All | +1,418.0% | +205.5% | +1,212.5% | +704.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling