+205.1%
AEP vs W
+224.5%
-19.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.6% | +1.0% |
| 7D | +0.7% | -7.4% | +8.1% | +0.9% |
| 30D | +4.8% | +7.8% | -3.0% | +4.6% |
| 3M | +5.4% | +10.9% | -5.5% | +5.0% |
| 6M | +0.4% | +86.4% | -86.1% | -1.4% |
| YTD | +15.5% | +14.0% | +1.5% | +14.6% |
| 1Y | +8.5% | +3.5% | +5.0% | +7.9% |
| 3Y | +84.6% | +164.8% | -80.2% | +76.2% |
| 5Y | +86.9% | -53.1% | +140.0% | +81.9% |
| 10Y | +205.1% | +220.4% | -15.3% | +182.6% |
| All | +205.1% | +224.5% | -19.4% | +182.6% |
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