-41.5%
QS vs AEIS
+73.4%
-114.8%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.1% | +3.4% | +1.5% |
| 7D | -5.0% | -0.2% | -4.7% | -4.9% |
| 30D | -18.3% | -16.4% | -1.9% | -10.2% |
| 3M | -26.0% | -11.1% | -14.9% | -24.1% |
| 6M | -24.0% | -12.0% | -12.0% | -24.8% |
| YTD | -50.3% | +30.9% | -81.2% | -66.6% |
| All | -41.5% | +73.4% | -114.8% | -73.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling