+7,256.1%
QLD vs AEIS
+1,376.9%
+5,879.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | -12.2% | -0.5% | -5.7% |
| 7D | -18.6% | -22.6% | +4.0% | -6.4% |
| 30D | -28.3% | -38.7% | +10.4% | -6.3% |
| 3M | -20.4% | -43.6% | +23.2% | +7.2% |
| 6M | -14.3% | -46.2% | +32.0% | +15.7% |
| YTD | +2.8% | -11.2% | +14.0% | -0.5% |
| 1Y | -1.2% | -17.7% | +16.4% | 0.0% |
| 3Y | +135.3% | +104.1% | +31.2% | +35.8% |
| 5Y | +62.6% | +98.5% | -35.9% | -1.9% |
| 10Y | +1,384.3% | +302.0% | +1,082.2% | +458.6% |
| All | +7,256.1% | +1,376.9% | +5,879.3% | +810.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling