+211.7%
AEP vs W
+212.4%
-0.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +2.9% | +0.2% | +2.7% | +2.9% |
| 30D | +3.2% | +6.8% | -3.6% | +3.0% |
| 3M | +3.8% | +10.7% | -6.9% | +3.5% |
| 6M | +2.5% | +86.3% | -83.8% | +0.7% |
| YTD | +15.5% | +11.5% | +4.0% | +14.6% |
| 1Y | +9.6% | +5.1% | +4.5% | +8.9% |
| 3Y | +91.2% | +171.0% | -79.8% | +82.2% |
| 5Y | +88.2% | -56.6% | +144.8% | +83.7% |
| All | +211.7% | +212.4% | -0.7% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling