+79.8%
AEP vs W
+44.2%
+35.6%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | W | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +2.0% | +6.5% | -4.5% | +2.0% |
| 30D | +0.5% | -6.2% | +6.7% | +0.5% |
| 3M | -0.3% | +48.9% | -49.2% | -0.3% |
| 6M | -3.5% | +31.2% | -34.7% | -3.4% |
| YTD | +11.3% | -0.4% | +11.7% | +11.4% |
| 1Y | +20.2% | +14.8% | +5.4% | +20.3% |
| 3Y | +79.8% | +40.5% | +39.3% | +74.4% |
| All | +79.8% | +44.2% | +35.6% | +74.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling