+65.1%
AEP vs WEC
+30.7%
+34.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.3% | +0.1% |
| 7D | +0.9% | +0.4% | +0.5% | +0.5% |
| 30D | +1.5% | +0.9% | +0.6% | +0.6% |
| 3M | -1.7% | -5.3% | +3.7% | +3.1% |
| 6M | -4.0% | -6.6% | +2.5% | +1.7% |
| YTD | +10.6% | +3.3% | +7.3% | +7.6% |
| 1Y | +18.6% | +2.1% | +16.6% | +16.3% |
| 3Y | +78.7% | +39.6% | +39.1% | +33.1% |
| 5Y | +65.1% | +31.2% | +33.9% | +29.9% |
| All | +65.1% | +30.7% | +34.4% | +29.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling