+67.2%
AEP vs WCN
+24.9%
+42.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | -0.9% | -3.1% | +2.2% | +0.2% |
| 30D | -1.1% | -3.4% | +2.3% | +0.1% |
| 3M | -3.3% | +3.0% | -6.2% | -4.5% |
| 6M | -4.6% | -3.8% | -0.9% | -3.7% |
| YTD | +9.4% | -8.3% | +17.7% | +12.0% |
| 1Y | +16.9% | -9.7% | +26.7% | +20.3% |
| 3Y | +76.6% | +17.2% | +59.5% | +59.7% |
| All | +67.2% | +24.9% | +42.2% | +44.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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