-28.4%
QS vs AEE
+8.8%
-37.2%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -2.3% | +0.3% | -2.6% | -2.1% |
| 30D | -0.7% | -2.3% | +1.6% | -2.1% |
| 3M | -39.6% | +0.2% | -39.9% | -40.2% |
| 6M | -21.7% | -4.7% | -17.0% | -23.3% |
| YTD | -47.4% | +8.1% | -55.5% | -46.1% |
| 1Y | -28.4% | +8.5% | -36.9% | -18.9% |
| All | -28.4% | +8.8% | -37.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling