+10.8%
AEP vs WAB
+46.5%
-35.8%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +0.8% | +4.5% | -3.7% | +0.3% |
| 30D | +7.9% | +1.1% | +6.9% | +7.8% |
| 3M | +1.5% | -1.3% | +2.7% | +1.7% |
| 6M | -2.6% | +12.7% | -15.3% | -4.6% |
| YTD | +14.7% | +38.7% | -24.0% | +10.3% |
| 1Y | +10.8% | +44.9% | -34.2% | +6.7% |
| All | +10.8% | +46.5% | -35.8% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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