-47.7%
QS vs AEIS
+246.0%
-293.7%
-97.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | +2.1% |
| 7D | -5.0% | -0.2% | -4.7% | -4.9% |
| 30D | -18.3% | -16.4% | -1.9% | -8.4% |
| 3M | -26.0% | -11.1% | -14.9% | -23.6% |
| 6M | -24.0% | -12.0% | -12.0% | -23.1% |
| YTD | -50.3% | +30.9% | -81.2% | -63.7% |
| 1Y | -38.0% | +74.3% | -112.3% | -63.2% |
| 3Y | -24.6% | +165.2% | -189.8% | -68.8% |
| 5Y | -75.4% | +220.0% | -295.5% | -90.7% |
| All | -47.7% | +246.0% | -293.7% | -78.7% |
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