+227.2%
IONQ vs AEE
+73.6%
+153.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.0% | +7.3% | +8.3% |
| 7D | +25.5% | +2.3% | +23.1% | +25.4% |
| 30D | -11.4% | +11.6% | -23.0% | -11.6% |
| 3M | -20.5% | +5.5% | -26.0% | -20.4% |
| 6M | -28.2% | +6.0% | -34.3% | -28.5% |
| YTD | -21.2% | +16.6% | -37.8% | -22.4% |
| 1Y | -40.4% | +12.1% | -52.4% | -40.9% |
| 3Y | +214.7% | +64.2% | +150.5% | +203.0% |
| 5Y | +56.9% | +59.1% | -2.3% | +59.8% |
| All | +227.2% | +73.6% | +153.6% | +261.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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