+34.5%
QXO vs AEE
+191.1%
-156.7%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -7.8% | -0.8% | -7.0% | -7.6% |
| 30D | -18.1% | -2.9% | -15.2% | -17.5% |
| 3M | -25.8% | -2.4% | -23.3% | -25.3% |
| 6M | -41.7% | -2.7% | -39.0% | -41.2% |
| YTD | -36.2% | +7.3% | -43.4% | -37.3% |
| 1Y | -42.1% | +7.5% | -49.6% | -43.2% |
| 3Y | -46.2% | +46.2% | -92.4% | -52.9% |
| 5Y | -70.7% | +39.7% | -110.4% | -74.4% |
| All | +34.5% | +191.1% | -156.7% | -23.9% |
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