+1,502.1%
QLD vs AEIS
+332.3%
+1,169.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -4.0% | +1.5% | +0.1% |
| 7D | +7.0% | +11.5% | -4.5% | -0.4% |
| 30D | -14.3% | -15.8% | +1.4% | -6.0% |
| 3M | -16.0% | -33.3% | +17.3% | +5.1% |
| 6M | -14.2% | -35.2% | +21.0% | +5.5% |
| YTD | +12.8% | +5.0% | +7.7% | -5.2% |
| 1Y | +14.1% | +8.5% | +5.6% | -6.3% |
| 3Y | +146.0% | +152.9% | -6.9% | +5.9% |
| 5Y | +82.0% | +144.6% | -62.6% | -18.2% |
| All | +1,502.1% | +332.3% | +1,169.8% | +333.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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