+91.8%
QLD vs AEIS
+150.6%
-58.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +4.5% | +0.2% | +1.7% |
| 7D | -1.2% | +9.5% | -10.7% | -6.9% |
| 30D | -15.7% | -17.5% | +1.8% | -5.9% |
| 3M | -10.0% | -29.3% | +19.2% | +9.1% |
| 6M | -11.2% | -34.7% | +23.5% | +9.6% |
| YTD | +16.4% | +10.7% | +5.6% | -10.5% |
| 1Y | +12.7% | +7.4% | +5.3% | -11.3% |
| 3Y | +152.3% | +161.1% | -8.8% | -17.5% |
| 5Y | +91.8% | +150.7% | -59.0% | -40.0% |
| All | +91.8% | +150.6% | -58.8% | -40.0% |
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 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