+2,314.9%
AEP vs WEC
+4,422.7%
-2,107.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +2.5% | -0.7% | +3.2% | +3.0% |
| 30D | +3.4% | +11.0% | -7.6% | -4.5% |
| 3M | +4.2% | +8.6% | -4.4% | -2.2% |
| 6M | -0.8% | +6.2% | -7.0% | -5.2% |
| YTD | +15.2% | +14.3% | +0.9% | +4.2% |
| 1Y | +8.3% | +8.4% | -0.1% | +1.9% |
| 3Y | +84.2% | +62.9% | +21.3% | +27.6% |
| 5Y | +87.8% | +55.8% | +32.0% | +34.7% |
| 10Y | +204.4% | +193.2% | +11.3% | +35.0% |
| All | +2,314.9% | +4,422.7% | -2,107.8% | +113.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling