+274.7%
IONQ vs AEP
+84.9%
+189.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.4% |
| 7D | +7.1% | +2.0% | +5.1% | +7.1% |
| 30D | -8.9% | +0.5% | -9.4% | -8.9% |
| 3M | -35.6% | -0.3% | -35.2% | -35.6% |
| 6M | +13.3% | -3.5% | +16.7% | +13.1% |
| YTD | -9.8% | +11.3% | -21.1% | -10.5% |
| 1Y | -1.3% | +20.2% | -21.5% | -2.1% |
| 3Y | +109.3% | +79.8% | +29.5% | +101.2% |
| 5Y | +304.7% | +65.6% | +239.1% | +335.4% |
| All | +274.7% | +84.9% | +189.8% | +332.5% |
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