-46.2%
QXO vs AEIS
+173.7%
-219.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.9% | -4.8% | -1.6% |
| 7D | -7.8% | +2.3% | -10.1% | -8.6% |
| 30D | -18.1% | -14.8% | -3.3% | -13.7% |
| 3M | -25.8% | -15.6% | -10.2% | -23.0% |
| 6M | -41.7% | -8.7% | -33.0% | -41.6% |
| YTD | -36.2% | +37.3% | -73.5% | -44.3% |
| 1Y | -42.1% | +80.3% | -122.4% | -54.1% |
| 3Y | -46.2% | +177.9% | -224.1% | -63.3% |
| All | -46.2% | +173.7% | -219.8% | -63.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling