+1,569.6%
QQQ vs AEP
+887.7%
+681.9%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | +1.5% | +2.0% | -0.5% | +0.9% |
| 30D | -0.6% | +0.5% | -1.2% | -0.8% |
| 3M | +0.4% | -0.3% | +0.7% | +0.3% |
| 6M | +20.1% | -3.5% | +23.5% | +20.7% |
| YTD | +17.2% | +11.3% | +5.9% | +12.7% |
| 1Y | +24.7% | +20.2% | +4.5% | +16.8% |
| 3Y | +96.2% | +79.8% | +16.4% | +58.7% |
| 5Y | +94.4% | +65.6% | +28.8% | +60.4% |
| 10Y | +556.7% | +169.3% | +387.4% | +353.9% |
| All | +1,569.6% | +887.7% | +681.9% | +713.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling