+170.5%
AEP vs WAT
+170.9%
-0.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.4% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | -1.1% | -1.9% | +0.8% | -0.8% |
| 3M | -3.3% | +13.5% | -16.8% | -5.3% |
| 6M | -4.6% | +37.2% | -41.9% | -10.0% |
| YTD | +9.4% | +7.5% | +1.9% | +7.2% |
| 1Y | +16.9% | +35.0% | -18.1% | +9.7% |
| 3Y | +76.6% | +55.1% | +21.6% | +56.0% |
| 5Y | +66.2% | -2.8% | +69.0% | +59.9% |
| All | +170.5% | +170.9% | -0.4% | +106.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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