+65.1%
AEP vs WPM
+261.4%
-196.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -0.7% |
| 7D | +0.9% | +3.9% | -3.0% | +0.4% |
| 30D | +1.5% | +17.7% | -16.2% | -0.6% |
| 3M | -1.7% | +39.4% | -41.1% | -6.0% |
| 6M | -4.0% | +6.4% | -10.5% | -5.3% |
| YTD | +10.6% | +34.0% | -23.4% | +4.6% |
| 1Y | +18.6% | +50.5% | -31.9% | +9.6% |
| 3Y | +78.7% | +280.3% | -201.6% | +36.5% |
| 5Y | +65.1% | +266.3% | -201.2% | +26.9% |
| All | +65.1% | +261.4% | -196.3% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling