+1,283.2%
AEP vs WAT
+12,457.3%
-11,174.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | +5.4% | +13.5% | -8.1% | +3.7% |
| 6M | +0.4% | +35.3% | -34.9% | -3.3% |
| YTD | +15.5% | +24.0% | -8.5% | +11.9% |
| 1Y | +8.5% | +22.0% | -13.4% | +5.3% |
| 3Y | +84.6% | +84.0% | +0.6% | +68.0% |
| 5Y | +86.9% | +34.4% | +52.5% | +75.1% |
| 10Y | +205.1% | +231.4% | -26.3% | +155.3% |
| All | +1,283.2% | +12,457.3% | -11,174.1% | +899.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling