-62.8%
QS vs AEIS
+177.7%
-240.5%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.0% | -1.2% | -2.6% |
| 7D | -14.0% | +11.5% | -25.5% | -20.1% |
| 30D | -6.4% | -15.8% | +9.4% | +0.9% |
| 3M | -40.3% | -33.3% | -6.9% | -26.1% |
| 6M | -57.5% | -35.2% | -22.3% | -48.3% |
| YTD | -64.7% | +5.0% | -69.7% | -71.6% |
| 1Y | -72.9% | +8.5% | -81.4% | -78.8% |
| 3Y | -33.5% | +152.9% | -186.3% | -73.5% |
| 5Y | -90.5% | +144.6% | -235.1% | -96.0% |
| All | -62.8% | +177.7% | -240.5% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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