-100.0%
SQQQ vs AEP
+174.9%
-274.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.7% |
| 7D | +1.8% | -0.9% | +2.7% | +1.1% |
| 30D | +4.2% | -1.1% | +5.2% | +3.4% |
| 3M | -3.3% | -3.3% | 0.0% | -5.8% |
| 6M | -43.6% | -4.6% | -39.0% | -45.8% |
| YTD | -41.9% | +9.4% | -51.3% | -37.8% |
| 1Y | -50.6% | +16.9% | -67.6% | -44.1% |
| 3Y | -89.3% | +76.6% | -165.9% | -82.3% |
| 5Y | -94.8% | +66.2% | -161.0% | -91.1% |
| All | -100.0% | +174.9% | -274.8% | -99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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