+82.1%
QLD vs AEE
+56.4%
+25.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.1% | -3.6% | -2.8% |
| 7D | +7.0% | +1.7% | +5.3% | +6.4% |
| 30D | -14.3% | +9.7% | -24.1% | -16.9% |
| 3M | -16.0% | +5.9% | -21.9% | -17.6% |
| 6M | -14.2% | +6.7% | -20.9% | -16.8% |
| YTD | +12.8% | +17.4% | -4.6% | +4.3% |
| 1Y | +14.1% | +12.7% | +1.4% | +7.5% |
| 3Y | +146.0% | +68.2% | +77.7% | +82.4% |
| All | +82.1% | +56.4% | +25.7% | +47.7% |
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