+65.1%
AEP vs WAB
+224.0%
-158.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.4% |
| 7D | +0.9% | +0.2% | +0.7% | +0.9% |
| 30D | +1.5% | -4.6% | +6.0% | +2.2% |
| 3M | -1.7% | +5.6% | -7.3% | -2.7% |
| 6M | -4.0% | +13.8% | -17.8% | -6.4% |
| YTD | +10.6% | +31.9% | -21.3% | +5.3% |
| 1Y | +18.6% | +48.3% | -29.6% | +10.6% |
| 3Y | +78.7% | +167.1% | -88.4% | +40.2% |
| 5Y | +65.1% | +222.9% | -157.8% | +22.0% |
| All | +65.1% | +224.0% | -158.9% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling