-5.8%
QBTS vs AEE
+76.3%
-82.1%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.5% |
| 7D | -10.5% | +1.7% | -12.2% | -10.1% |
| 30D | -20.5% | +9.7% | -30.3% | -18.4% |
| 3M | -54.3% | +5.9% | -60.2% | -53.4% |
| 6M | -55.4% | +6.7% | -62.1% | -54.4% |
| YTD | -63.4% | +17.4% | -80.8% | -61.7% |
| 1Y | -59.1% | +12.7% | -71.8% | -57.5% |
| 3Y | +1,216.8% | +68.2% | +1,148.6% | +1,401.7% |
| 5Y | -2.6% | +57.3% | -59.9% | +9.5% |
| All | -5.8% | +76.3% | -82.1% | +6.0% |
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