+1,440.6%
AEP vs WAB
+4,353.8%
-2,913.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +2.5% | +7.9% | -5.4% | +1.4% |
| 30D | +3.4% | +4.9% | -1.5% | +2.6% |
| 3M | +4.2% | +1.8% | +2.4% | +3.8% |
| 6M | -0.8% | +12.0% | -12.8% | -2.6% |
| YTD | +15.2% | +41.3% | -26.0% | +9.3% |
| 1Y | +8.3% | +43.8% | -35.5% | +2.5% |
| 3Y | +84.2% | +171.1% | -86.9% | +57.6% |
| 5Y | +87.8% | +217.7% | -129.9% | +56.1% |
| 10Y | +204.4% | +272.3% | -67.9% | +136.6% |
| All | +1,440.6% | +4,353.8% | -2,913.2% | +729.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling