+1,628.2%
QLD vs AEIS
+523.4%
+1,104.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.2% |
| 7D | +0.6% | +3.0% | -2.4% | -1.4% |
| 30D | -0.1% | -14.6% | +14.5% | +9.4% |
| 3M | -8.4% | -12.4% | +4.1% | -3.7% |
| 6M | +32.2% | -15.0% | +47.2% | +36.7% |
| YTD | +28.9% | +34.3% | -5.4% | -4.7% |
| 1Y | +43.8% | +87.4% | -43.5% | -17.4% |
| 3Y | +176.6% | +139.8% | +36.8% | +28.4% |
| 5Y | +121.6% | +220.7% | -99.2% | -14.1% |
| All | +1,628.2% | +523.4% | +1,104.9% | +264.7% |
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