+152.0%
QQQM vs AEP
+69.9%
+82.1%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -0.6% | -0.9% | +0.4% | -0.4% |
| 30D | -1.2% | -1.1% | -0.1% | -1.1% |
| 3M | -0.1% | -3.3% | +3.2% | +0.2% |
| 6M | +18.0% | -4.6% | +22.6% | +18.4% |
| YTD | +16.7% | +9.4% | +7.3% | +14.5% |
| 1Y | +23.0% | +16.9% | +6.1% | +19.3% |
| 3Y | +93.3% | +76.6% | +16.7% | +67.3% |
| 5Y | +96.3% | +66.2% | +30.1% | +76.9% |
| All | +152.0% | +69.9% | +82.1% | +126.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling