+91.2%
AEP vs WM
+46.5%
+44.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.7% |
| 7D | +0.7% | +0.8% | 0.0% | +0.5% |
| 30D | +4.8% | +13.8% | -9.0% | +0.9% |
| 3M | +5.4% | +6.4% | -1.0% | +3.4% |
| 6M | +0.4% | +13.2% | -12.8% | -3.2% |
| YTD | +15.5% | +10.8% | +4.7% | +11.6% |
| 1Y | +8.5% | +20.2% | -11.7% | +2.2% |
| All | +91.2% | +46.5% | +44.7% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling