+1,376.6%
AEP vs WAB
+4,092.2%
-2,715.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.3% |
| 7D | +1.8% | -3.2% | +5.0% | +2.2% |
| 30D | -0.8% | -4.4% | +3.6% | -0.2% |
| 3M | -1.8% | +7.9% | -9.7% | -3.0% |
| 6M | -5.4% | +8.7% | -14.1% | -6.7% |
| YTD | +10.4% | +33.0% | -22.5% | +5.8% |
| 1Y | +18.2% | +46.7% | -28.5% | +11.5% |
| 3Y | +79.0% | +153.0% | -74.0% | +54.8% |
| 5Y | +64.8% | +222.3% | -157.4% | +36.9% |
| 10Y | +170.8% | +291.0% | -120.1% | +109.0% |
| All | +1,376.6% | +4,092.2% | -2,715.6% | +702.8% |
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 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