+170.8%
AEP vs WPM
+545.0%
-374.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.7% | +2.7% | -0.6% |
| 7D | -1.0% | -3.6% | +2.6% | -0.6% |
| 30D | -0.1% | +12.5% | -12.6% | -1.5% |
| 3M | -3.2% | +40.6% | -43.8% | -7.1% |
| 6M | -5.3% | +0.5% | -5.8% | -6.0% |
| YTD | +9.5% | +29.0% | -19.5% | +5.1% |
| 1Y | +17.5% | +43.8% | -26.3% | +10.9% |
| 3Y | +77.0% | +266.3% | -189.3% | +47.1% |
| 5Y | +66.4% | +255.1% | -188.7% | +37.2% |
| All | +170.8% | +545.0% | -374.2% | +111.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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