-5.8%
QBTS vs AEP
+94.9%
-100.7%
-96.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.1% | -2.8% |
| 7D | -10.5% | +2.9% | -13.4% | -9.6% |
| 30D | -20.5% | +3.2% | -23.7% | -19.6% |
| 3M | -54.3% | +3.8% | -58.1% | -53.5% |
| 6M | -55.4% | +2.5% | -57.9% | -54.9% |
| YTD | -63.4% | +15.5% | -78.9% | -61.3% |
| 1Y | -59.1% | +9.6% | -68.7% | -57.4% |
| 3Y | +1,216.8% | +91.2% | +1,125.6% | +1,567.9% |
| 5Y | -2.6% | +88.2% | -90.8% | +16.5% |
| All | -5.8% | +94.9% | -100.7% | +11.7% |
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