+1,569.6%
QQQ vs AEM
+4,502.3%
-2,932.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +1.5% | +4.3% | -2.8% | +1.3% |
| 30D | -0.6% | +13.1% | -13.8% | -1.3% |
| 3M | +0.4% | +24.8% | -24.4% | -0.8% |
| 6M | +20.1% | -8.2% | +28.3% | +20.3% |
| YTD | +17.2% | +19.8% | -2.6% | +15.8% |
| 1Y | +24.7% | +32.1% | -7.4% | +22.5% |
| 3Y | +96.2% | +348.2% | -252.0% | +81.8% |
| 5Y | +94.4% | +297.5% | -203.1% | +80.1% |
| 10Y | +556.7% | +343.3% | +213.4% | +500.8% |
| All | +1,569.6% | +4,502.3% | -2,932.7% | +1,779.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling