+79.8%
AEP vs WAT
+49.0%
+30.7%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.3% | +0.8% |
| 7D | +2.0% | -0.7% | +2.7% | +2.0% |
| 30D | +0.5% | -1.0% | +1.5% | +0.6% |
| 3M | -0.3% | +10.9% | -11.2% | -1.0% |
| 6M | -3.5% | +33.2% | -36.6% | -5.5% |
| YTD | +11.3% | +6.1% | +5.2% | +10.5% |
| 1Y | +20.2% | +30.2% | -10.0% | +17.1% |
| 3Y | +79.8% | +52.9% | +26.9% | +64.4% |
| All | +79.8% | +49.0% | +30.7% | +64.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling