-100.0%
SQQQ vs AEIS
+2,055.3%
-2,155.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | -0.1% |
| 7D | -2.7% | +6.5% | -9.2% | +2.7% |
| 30D | +2.4% | -9.2% | +11.6% | -4.6% |
| 3M | -8.0% | -8.3% | +0.4% | -5.4% |
| 6M | -43.9% | -6.3% | -37.6% | -38.2% |
| YTD | -42.2% | +36.5% | -78.7% | -9.4% |
| 1Y | -51.8% | +84.8% | -136.6% | +3.5% |
| 3Y | -89.7% | +176.6% | -266.3% | -54.5% |
| 5Y | -94.7% | +237.1% | -331.8% | -59.2% |
| 10Y | -100.0% | +554.7% | -654.6% | -99.0% |
| All | -100.0% | +2,055.3% | -2,155.3% | -99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling