+167.4%
IONQ vs AEP
+91.9%
+75.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.4% |
| 7D | -11.5% | +2.9% | -14.3% | -11.4% |
| 30D | -8.1% | +3.2% | -11.3% | -8.0% |
| 3M | -35.8% | +3.8% | -39.6% | -35.7% |
| 6M | -47.7% | +2.5% | -50.2% | -47.7% |
| YTD | -35.6% | +15.5% | -51.1% | -36.1% |
| 1Y | -36.4% | +9.6% | -46.0% | -36.6% |
| 3Y | +150.0% | +91.2% | +58.9% | +140.2% |
| 5Y | +43.3% | +88.2% | -44.9% | +56.3% |
| All | +167.4% | +91.9% | +75.5% | +208.9% |
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