+1,280.0%
AEP vs WAT
+12,225.3%
-10,945.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.8% | +1.6% | 0.0% |
| 7D | +2.5% | +2.0% | +0.4% | +2.2% |
| 30D | +3.4% | +7.7% | -4.3% | +2.4% |
| 3M | +4.2% | +11.1% | -6.9% | +2.8% |
| 6M | -0.8% | +31.2% | -32.0% | -4.1% |
| YTD | +15.2% | +21.7% | -6.5% | +11.8% |
| 1Y | +8.3% | +19.3% | -11.0% | +5.3% |
| 3Y | +84.2% | +80.6% | +3.6% | +68.0% |
| 5Y | +87.8% | +29.5% | +58.3% | +76.7% |
| 10Y | +204.4% | +225.3% | -20.8% | +155.2% |
| All | +1,280.0% | +12,225.3% | -10,945.3% | +898.9% |
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