+879.5%
AEP vs WCC
+1,713.7%
-834.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.9% | -4.0% | -0.6% |
| 7D | +1.8% | +4.5% | -2.7% | +1.3% |
| 30D | -0.8% | -5.8% | +5.0% | -0.3% |
| 3M | -1.8% | -3.7% | +1.8% | -1.8% |
| 6M | -5.4% | +23.1% | -28.4% | -8.1% |
| YTD | +10.4% | +44.2% | -33.7% | +5.2% |
| 1Y | +18.2% | +62.1% | -43.9% | +10.8% |
| 3Y | +79.0% | +121.1% | -42.2% | +57.6% |
| 5Y | +64.8% | +214.0% | -149.1% | +36.1% |
| 10Y | +170.8% | +472.8% | -301.9% | +94.9% |
| All | +879.5% | +1,713.7% | -834.2% | +385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling