+184.0%
AEP vs WM
+339.4%
-155.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | +0.9% |
| 7D | -2.8% | +1.2% | -4.0% | -3.5% |
| 30D | +3.6% | +13.1% | -9.4% | -3.0% |
| 3M | +1.8% | +3.6% | -1.8% | -0.4% |
| 6M | -3.1% | +8.1% | -11.2% | -7.6% |
| YTD | +12.2% | +8.9% | +3.3% | +6.1% |
| 1Y | +9.1% | +20.3% | -11.2% | -2.5% |
| 3Y | +77.9% | +46.2% | +31.7% | +38.6% |
| 5Y | +78.1% | +59.9% | +18.2% | +30.1% |
| All | +184.0% | +339.4% | -155.4% | +25.9% |
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