+170.8%
AEP vs WAB
+292.7%
-121.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | -1.0% | -0.2% | -0.8% | -1.0% |
| 30D | -0.1% | -5.9% | +5.8% | +0.7% |
| 3M | -3.2% | +9.4% | -12.6% | -4.5% |
| 6M | -5.3% | +13.8% | -19.1% | -7.1% |
| YTD | +9.5% | +31.8% | -22.2% | +5.3% |
| 1Y | +17.5% | +48.5% | -31.0% | +11.1% |
| 3Y | +77.0% | +167.0% | -90.0% | +52.0% |
| 5Y | +66.4% | +222.3% | -155.9% | +38.4% |
| All | +170.8% | +292.7% | -121.9% | +102.2% |
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