+22.0%
AEP vs WOLF
+47.3%
-25.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | -0.2% |
| 7D | +2.5% | +30.2% | -27.7% | +2.5% |
| 30D | +3.4% | -7.2% | +10.6% | +3.4% |
| 3M | +4.2% | -16.4% | +20.6% | +4.2% |
| 6M | -0.8% | -50.7% | +49.8% | -0.5% |
| YTD | +15.2% | +52.3% | -37.0% | +12.8% |
| 1Y | +8.3% | +35.6% | -27.3% | +6.2% |
| All | +22.0% | +47.3% | -25.3% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 WOLF 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