+86.9%
AEP vs WM
+60.7%
+26.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.2% | +0.6% |
| 7D | +0.7% | +0.8% | 0.0% | +0.4% |
| 30D | +4.8% | +13.8% | -9.0% | -0.8% |
| 3M | +5.4% | +6.4% | -1.0% | +2.5% |
| 6M | +0.4% | +13.2% | -12.8% | -5.1% |
| YTD | +15.5% | +10.8% | +4.7% | +9.7% |
| 1Y | +8.5% | +20.2% | -11.7% | -0.8% |
| 3Y | +84.6% | +46.5% | +38.2% | +48.2% |
| 5Y | +86.9% | +61.3% | +25.6% | +39.6% |
| All | +86.9% | +60.7% | +26.2% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling