+167.5%
AEP vs WM
+305.9%
-138.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.1% | +0.5% |
| 7D | +1.8% | -0.3% | +2.1% | +1.9% |
| 30D | -0.8% | -2.4% | +1.6% | +0.4% |
| 3M | -1.8% | +0.4% | -2.3% | -2.3% |
| 6M | -5.4% | -9.5% | +4.1% | -0.7% |
| YTD | +10.4% | +0.5% | +9.9% | +9.2% |
| 1Y | +18.2% | -1.1% | +19.2% | +17.4% |
| 3Y | +79.0% | +46.0% | +32.9% | +38.6% |
| 5Y | +64.8% | +51.8% | +13.0% | +23.4% |
| All | +167.5% | +305.9% | -138.4% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM 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 WM 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