+1,564.8%
QQQ vs AEE
+875.1%
+689.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.1% |
| 7D | +1.0% | +1.1% | -0.1% | +0.6% |
| 30D | -0.6% | 0.0% | -0.6% | -0.7% |
| 3M | +1.3% | -0.9% | +2.2% | +1.3% |
| 6M | +18.1% | -2.4% | +20.5% | +18.4% |
| YTD | +16.9% | +8.6% | +8.2% | +12.1% |
| 1Y | +24.0% | +10.2% | +13.8% | +18.0% |
| 3Y | +95.6% | +47.8% | +47.8% | +62.3% |
| 5Y | +94.5% | +40.1% | +54.4% | +63.3% |
| 10Y | +571.7% | +195.0% | +376.7% | +296.0% |
| All | +1,564.8% | +875.1% | +689.7% | +563.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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