+105.2%
TQQQ vs AEP
+64.8%
+40.3%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | -1.9% | -0.9% | -1.0% | -1.6% |
| 30D | -4.9% | -1.1% | -3.8% | -4.5% |
| 3M | -6.4% | -3.3% | -3.1% | -5.8% |
| 6M | +44.4% | -4.6% | +49.0% | +45.4% |
| YTD | +35.2% | +9.4% | +25.8% | +26.6% |
| 1Y | +49.5% | +16.9% | +32.6% | +34.8% |
| 3Y | +250.7% | +76.6% | +174.1% | +111.5% |
| All | +105.2% | +64.8% | +40.3% | +47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling