+63.3%
QBTS vs AEIS
+196.1%
-132.8%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.4% | -3.8% | -2.8% |
| 7D | -2.4% | +3.0% | -5.4% | -4.0% |
| 30D | -22.5% | -14.6% | -7.8% | -15.6% |
| 3M | -40.0% | -12.4% | -27.6% | -36.7% |
| 6M | -12.3% | -15.0% | +2.6% | -7.6% |
| YTD | -36.6% | +34.3% | -70.9% | -49.5% |
| 1Y | +8.4% | +87.4% | -78.9% | -26.9% |
| 3Y | +1,380.4% | +139.8% | +1,240.6% | +777.2% |
| 5Y | +69.7% | +220.7% | -151.0% | -0.3% |
| All | +63.3% | +196.1% | -132.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 all: compounded portfolio wealth divided by compounded AEIS 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…
all analysis · Full analysis span regression · 6 months rolling