+121.0%
QLD vs AEE
+40.8%
+80.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +0.6% | +0.3% | +0.2% | +0.5% |
| 30D | -0.1% | -2.3% | +2.1% | +0.6% |
| 3M | -8.4% | +0.2% | -8.6% | -9.3% |
| 6M | +32.2% | -4.7% | +37.0% | +33.3% |
| YTD | +28.9% | +8.1% | +20.8% | +22.7% |
| 1Y | +43.8% | +8.5% | +35.3% | +36.2% |
| 3Y | +176.6% | +48.9% | +127.7% | +118.4% |
| All | +121.0% | +40.8% | +80.3% | +84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling