-43.5%
QS vs AEE
+57.1%
-100.6%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +2.0% |
| 7D | +2.2% | +1.3% | +0.9% | +2.2% |
| 30D | -8.1% | -1.2% | -6.8% | -8.0% |
| 3M | -27.0% | +1.0% | -28.0% | -27.4% |
| 6M | -16.4% | -2.3% | -14.2% | -16.6% |
| YTD | -46.4% | +9.1% | -55.5% | -47.1% |
| 1Y | -41.1% | +10.6% | -51.7% | -42.0% |
| 3Y | -18.6% | +48.5% | -67.1% | -25.2% |
| 5Y | -73.0% | +39.9% | -112.9% | -74.7% |
| All | -43.5% | +57.1% | -100.6% | -46.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling