+133.1%
QSR vs AEE
+191.1%
-58.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | -4.0% | -0.8% | -3.2% | -3.8% |
| 30D | +2.8% | -2.9% | +5.7% | +3.8% |
| 3M | +5.1% | -2.4% | +7.5% | +5.9% |
| 6M | +8.8% | -2.7% | +11.5% | +9.7% |
| YTD | +14.8% | +7.3% | +7.6% | +11.7% |
| 1Y | +25.7% | +7.5% | +18.2% | +22.0% |
| 3Y | +27.5% | +46.2% | -18.7% | +10.0% |
| 5Y | +41.3% | +39.7% | +1.5% | +22.6% |
| All | +133.1% | +191.1% | -58.1% | +63.2% |
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