+121.0%
QLD vs AEIS
+219.5%
-98.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -1.3% |
| 7D | +0.6% | +3.0% | -2.4% | -1.4% |
| 30D | -0.1% | -14.6% | +14.5% | +9.8% |
| 3M | -8.4% | -12.4% | +4.1% | -3.8% |
| 6M | +32.2% | -15.0% | +47.2% | +35.9% |
| YTD | +28.9% | +34.3% | -5.4% | -9.8% |
| 1Y | +43.8% | +87.4% | -43.5% | -25.7% |
| 3Y | +176.6% | +139.8% | +36.8% | +8.5% |
| All | +121.0% | +219.5% | -98.5% | -37.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling