+170.5%
AEP vs WSM
+1,071.8%
-901.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | -0.9% | -0.5% | -0.4% | -0.9% |
| 30D | -1.1% | -7.7% | +6.7% | -0.6% |
| 3M | -3.3% | +3.8% | -7.0% | -3.5% |
| 6M | -4.6% | +22.7% | -27.3% | -5.9% |
| YTD | +9.4% | +28.0% | -18.6% | +7.5% |
| 1Y | +16.9% | +12.7% | +4.2% | +15.7% |
| 3Y | +76.6% | +231.3% | -154.6% | +58.6% |
| 5Y | +66.2% | +177.2% | -111.0% | +49.1% |
| All | +170.5% | +1,071.8% | -901.3% | +122.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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