+17.1%
AEP vs WOLF
+51.6%
-34.5%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | -0.6% |
| 7D | +0.9% | +2.4% | -1.5% | +0.9% |
| 30D | +1.5% | -6.9% | +8.4% | +1.5% |
| 3M | -1.7% | -44.1% | +42.4% | -1.5% |
| 6M | -4.0% | +53.6% | -57.6% | -5.8% |
| YTD | +10.6% | +56.7% | -46.1% | +8.3% |
| All | +17.1% | +51.6% | -34.5% | +15.4% |
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