+1,222.7%
AEP vs WAT
+10,816.8%
-9,594.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +1.8% | -1.3% | +3.1% | +1.9% |
| 30D | -0.8% | +2.3% | -3.2% | -1.1% |
| 3M | -1.8% | +8.7% | -10.6% | -2.9% |
| 6M | -5.4% | +28.3% | -33.7% | -8.4% |
| YTD | +10.4% | +7.8% | +2.7% | +8.8% |
| 1Y | +18.2% | +36.6% | -18.4% | +13.0% |
| 3Y | +79.0% | +45.7% | +33.3% | +67.4% |
| 5Y | +64.8% | -3.3% | +68.2% | +60.4% |
| 10Y | +170.8% | +162.1% | +8.7% | +132.4% |
| All | +1,222.7% | +10,816.8% | -9,594.1% | +871.7% |
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