-8.4%
QXO vs AEM
+680.7%
-689.1%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.2% |
| 7D | -7.8% | -2.1% | -5.7% | -7.4% |
| 30D | -18.1% | +8.4% | -26.5% | -19.6% |
| 3M | -25.8% | +27.3% | -53.0% | -29.7% |
| 6M | -41.7% | -9.7% | -32.1% | -40.8% |
| YTD | -36.2% | +19.0% | -55.1% | -38.5% |
| 1Y | -42.1% | +31.5% | -73.6% | -45.5% |
| 3Y | -46.2% | +338.7% | -384.9% | -61.0% |
| 5Y | -70.7% | +307.4% | -378.1% | -79.0% |
| 10Y | +36.5% | +370.9% | -334.3% | -7.2% |
| All | -8.4% | +680.7% | -689.1% | -56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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