+205.1%
AEP vs WEC
+190.8%
+14.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +0.8% |
| 7D | +0.7% | -0.5% | +1.3% | +1.1% |
| 30D | +4.8% | +12.0% | -7.2% | -4.4% |
| 3M | +5.4% | +11.1% | -5.7% | -3.3% |
| 6M | +0.4% | +6.0% | -5.6% | -4.3% |
| YTD | +15.5% | +14.3% | +1.2% | +3.7% |
| 1Y | +8.5% | +8.0% | +0.5% | +1.9% |
| 3Y | +84.6% | +62.8% | +21.8% | +24.5% |
| 5Y | +86.9% | +55.3% | +31.6% | +31.2% |
| 10Y | +205.1% | +193.2% | +12.0% | +21.5% |
| All | +205.1% | +190.8% | +14.4% | +21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 10y: compounded portfolio wealth divided by compounded WEC 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…
10y analysis · Full analysis span regression · 6 months rolling