+558.6%
QQQ vs AEM
+378.0%
+180.6%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.7% |
| 7D | -0.6% | -2.1% | +1.6% | -0.3% |
| 30D | -1.2% | +8.4% | -9.7% | -2.2% |
| 3M | -0.2% | +27.3% | -27.5% | -3.2% |
| 6M | +17.9% | -9.7% | +27.6% | +18.4% |
| YTD | +16.6% | +19.0% | -2.3% | +13.6% |
| 1Y | +23.0% | +31.5% | -8.5% | +18.2% |
| 3Y | +92.9% | +338.7% | -245.8% | +62.0% |
| 5Y | +95.6% | +307.4% | -211.8% | +63.3% |
| All | +558.6% | +378.0% | +180.6% | +446.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling