+211.7%
AEP vs WAB
+266.7%
-55.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | +2.9% | +5.1% | -2.2% | +2.2% |
| 30D | +3.2% | +4.0% | -0.8% | +2.6% |
| 3M | +3.8% | +0.1% | +3.7% | +3.7% |
| 6M | +2.5% | +12.8% | -10.3% | +0.6% |
| YTD | +15.5% | +40.1% | -24.6% | +9.9% |
| 1Y | +9.6% | +46.4% | -36.8% | +3.7% |
| 3Y | +91.2% | +167.4% | -76.2% | +63.5% |
| 5Y | +88.2% | +215.0% | -126.8% | +56.0% |
| All | +211.7% | +266.7% | -55.0% | +129.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling