+86.9%
AEP vs WAT
+33.2%
+53.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.0% | +1.2% |
| 7D | +0.7% | +0.7% | 0.0% | +0.7% |
| 30D | +4.8% | +9.0% | -4.2% | +3.8% |
| 3M | +5.4% | +13.5% | -8.1% | +3.8% |
| 6M | +0.4% | +35.3% | -34.9% | -3.2% |
| YTD | +15.5% | +24.0% | -8.5% | +12.0% |
| 1Y | +8.5% | +22.0% | -13.4% | +5.5% |
| 3Y | +84.6% | +84.0% | +0.6% | +62.0% |
| 5Y | +86.9% | +34.4% | +52.5% | +70.3% |
| All | +86.9% | +33.2% | +53.7% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling