+194.6%
AEP vs WM
+337.2%
-142.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | -1.5% | -0.5% | -1.1% | -1.3% |
| 30D | +4.5% | +13.3% | -8.8% | -2.3% |
| 3M | +2.8% | +4.4% | -1.5% | +0.2% |
| 6M | -0.7% | +10.8% | -11.5% | -6.4% |
| YTD | +13.8% | +9.1% | +4.8% | +7.5% |
| 1Y | +9.0% | +19.1% | -10.2% | -2.1% |
| 3Y | +83.0% | +45.7% | +37.3% | +42.8% |
| 5Y | +83.3% | +60.4% | +22.8% | +33.6% |
| 10Y | +194.6% | +328.7% | -134.1% | +27.9% |
| All | +194.6% | +337.2% | -142.6% | +27.9% |
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