+18.2%
AEP vs W
+25.7%
-7.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.5% | -2.7% | -0.1% |
| 7D | +1.8% | -4.2% | +6.0% | +1.7% |
| 30D | -0.8% | -7.6% | +6.8% | -0.9% |
| 3M | -1.8% | +37.2% | -39.0% | -0.8% |
| 6M | -5.4% | +26.3% | -31.7% | -4.6% |
| YTD | +10.4% | -1.0% | +11.4% | +11.2% |
| 1Y | +18.2% | +20.1% | -1.9% | +20.0% |
| All | +18.2% | +25.7% | -7.5% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside W.
Daily Out/Under-Performance
Portfolio return minus W return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × W 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 1y: compounded portfolio wealth divided by compounded W 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…
1y analysis · Full analysis span regression · 6 months rolling