-47.7%
QS vs AEE
+54.5%
-102.1%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.7% |
| 7D | -5.0% | -0.7% | -4.3% | -4.9% |
| 30D | -18.3% | -2.0% | -16.3% | -18.3% |
| 3M | -26.0% | -2.8% | -23.2% | -26.2% |
| 6M | -24.0% | -3.6% | -20.5% | -24.2% |
| YTD | -50.3% | +7.3% | -57.6% | -50.9% |
| 1Y | -38.0% | +8.7% | -46.7% | -38.9% |
| 3Y | -24.6% | +46.0% | -70.6% | -30.7% |
| 5Y | -75.4% | +39.8% | -115.2% | -76.7% |
| All | -47.7% | +54.5% | -102.1% | -49.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling