+65.1%
AEP vs WCC
+228.2%
-163.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.5% |
| 7D | +0.9% | +6.8% | -5.9% | +0.6% |
| 30D | +1.5% | -3.0% | +4.5% | +1.6% |
| 3M | -1.7% | +0.2% | -1.9% | -1.8% |
| 6M | -4.0% | +33.2% | -37.2% | -5.5% |
| YTD | +10.6% | +45.8% | -35.2% | +8.4% |
| 1Y | +18.6% | +68.4% | -49.8% | +15.3% |
| 3Y | +78.7% | +131.1% | -52.4% | +66.1% |
| 5Y | +65.1% | +225.6% | -160.5% | +47.4% |
| All | +65.1% | +228.2% | -163.1% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 WCC 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