+139.4%
QLD vs AEIS
+117.1%
+22.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +6.1% | -3.6% | -0.7% |
| 7D | -10.3% | -11.3% | +1.0% | -5.1% |
| 30D | -26.1% | -32.6% | +6.5% | -9.5% |
| 3M | -17.8% | -39.2% | +21.4% | +4.7% |
| 6M | -15.6% | -45.4% | +29.8% | +11.6% |
| YTD | +5.4% | -5.8% | +11.2% | -6.3% |
| 1Y | +5.2% | -10.0% | +15.2% | -3.5% |
| 3Y | +139.4% | +121.2% | +18.3% | +9.5% |
| All | +139.4% | +117.1% | +22.3% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling