+91.3%
QQQ vs AEP
+76.9%
+14.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.1% |
| 7D | -1.3% | -1.0% | -0.3% | -1.3% |
| 30D | -1.4% | -0.1% | -1.3% | -1.4% |
| 3M | +2.3% | -3.2% | +5.5% | +2.0% |
| 6M | +16.9% | -5.3% | +22.2% | +16.4% |
| YTD | +15.6% | +9.5% | +6.1% | +16.1% |
| 1Y | +22.6% | +17.5% | +5.1% | +23.8% |
| All | +91.3% | +76.9% | +14.4% | +89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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