+91.3%
QQQ vs AEM
+331.1%
-239.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -0.7% |
| 7D | -1.3% | -5.0% | +3.8% | -0.6% |
| 30D | -1.4% | +8.5% | -9.8% | -2.6% |
| 3M | +2.3% | +29.3% | -27.0% | -1.6% |
| 6M | +16.9% | -12.9% | +29.8% | +17.5% |
| YTD | +15.6% | +16.8% | -1.1% | +12.3% |
| 1Y | +22.6% | +29.8% | -7.2% | +17.4% |
| All | +91.3% | +331.1% | -239.8% | +59.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling