+7,443.4%
QLD vs AEE
+401.2%
+7,042.2%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | -10.3% | +2.1% | -12.4% | -11.8% |
| 30D | -26.1% | +11.4% | -37.4% | -32.8% |
| 3M | -17.8% | +5.0% | -22.7% | -21.6% |
| 6M | -15.6% | +4.4% | -20.0% | -20.6% |
| YTD | +5.4% | +15.4% | -10.0% | -9.9% |
| 1Y | +5.2% | +13.8% | -8.5% | -9.2% |
| 3Y | +139.4% | +58.0% | +81.4% | +46.3% |
| 5Y | +66.7% | +52.9% | +13.8% | +3.5% |
| 10Y | +1,422.1% | +205.1% | +1,217.0% | +351.7% |
| All | +7,443.4% | +401.2% | +7,042.2% | +1,093.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling