+192.1%
QSR vs AEE
+251.7%
-59.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.4% | +1.1% | -3.4% | -2.7% |
| 30D | +5.7% | 0.0% | +5.7% | +5.6% |
| 3M | +6.9% | -0.9% | +7.9% | +7.2% |
| 6M | +6.9% | -2.4% | +9.3% | +7.6% |
| YTD | +14.9% | +8.6% | +6.3% | +11.1% |
| 1Y | +29.1% | +10.2% | +18.9% | +24.1% |
| 3Y | +26.1% | +47.8% | -21.7% | +7.9% |
| 5Y | +42.3% | +40.1% | +2.2% | +22.9% |
| 10Y | +134.0% | +195.0% | -61.1% | +51.3% |
| All | +192.1% | +251.7% | -59.6% | +69.6% |
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