-100.0%
SQQQ vs AEP
+608.0%
-708.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.3% |
| 7D | -2.7% | +0.9% | -3.6% | -1.9% |
| 30D | +2.4% | +1.5% | +0.9% | +3.8% |
| 3M | -8.0% | -1.7% | -6.3% | -9.9% |
| 6M | -43.9% | -4.0% | -39.9% | -46.4% |
| YTD | -42.2% | +10.6% | -52.8% | -36.9% |
| 1Y | -51.8% | +18.6% | -70.4% | -43.5% |
| 3Y | -89.7% | +78.7% | -168.4% | -81.6% |
| 5Y | -94.7% | +65.1% | -159.8% | -90.3% |
| 10Y | -100.0% | +177.7% | -277.7% | -99.9% |
| All | -100.0% | +608.0% | -708.0% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling