+227.2%
IONQ vs AEP
+89.2%
+138.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.4% | +6.9% | +8.4% |
| 7D | +25.5% | -1.5% | +27.0% | +25.4% |
| 30D | -11.4% | +4.5% | -15.9% | -11.3% |
| 3M | -20.5% | +2.8% | -23.3% | -20.4% |
| 6M | -28.2% | -0.7% | -27.6% | -28.2% |
| YTD | -21.2% | +13.8% | -35.1% | -21.8% |
| 1Y | -40.4% | +9.0% | -49.3% | -40.6% |
| 3Y | +214.7% | +83.0% | +131.7% | +202.4% |
| 5Y | +56.9% | +83.3% | -26.4% | +70.1% |
| All | +227.2% | +89.2% | +138.0% | +278.0% |
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 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