+1,520.2%
QLD vs AEE
+216.2%
+1,304.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.8% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -15.7% | +9.7% | -25.4% | -20.4% |
| 3M | -10.0% | +5.8% | -15.8% | -13.3% |
| 6M | -11.2% | +4.5% | -15.7% | -14.9% |
| YTD | +16.4% | +15.8% | +0.5% | +3.6% |
| 1Y | +12.7% | +10.8% | +1.9% | +3.2% |
| 3Y | +152.3% | +62.8% | +89.5% | +70.8% |
| 5Y | +91.8% | +56.1% | +35.7% | +33.7% |
| 10Y | +1,520.2% | +216.4% | +1,303.8% | +777.9% |
| All | +1,520.2% | +216.2% | +1,304.0% | +777.9% |
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