+674.3%
AEP vs WPM
+5,967.5%
-5,293.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | -0.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.7% |
| 30D | -0.8% | +26.4% | -27.2% | -3.0% |
| 3M | -1.8% | +20.8% | -22.7% | -3.9% |
| 6M | -5.4% | +1.1% | -6.5% | -6.1% |
| YTD | +10.4% | +32.5% | -22.0% | +6.6% |
| 1Y | +18.2% | +51.5% | -33.4% | +12.4% |
| 3Y | +79.0% | +267.0% | -188.1% | +55.7% |
| 5Y | +64.8% | +250.1% | -185.3% | +42.9% |
| 10Y | +170.8% | +540.4% | -369.5% | +117.2% |
| All | +674.3% | +5,967.5% | -5,293.2% | +344.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling