+2,231.7%
AEP vs WSM
+34,818.5%
-32,586.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.6% | +0.7% |
| 7D | +2.0% | +2.6% | -0.6% | +1.8% |
| 30D | +0.5% | -9.5% | +10.0% | +1.2% |
| 3M | -0.3% | +12.9% | -13.2% | -1.2% |
| 6M | -3.5% | +23.0% | -26.5% | -5.0% |
| YTD | +11.3% | +28.9% | -17.6% | +9.1% |
| 1Y | +20.2% | +13.7% | +6.6% | +18.7% |
| 3Y | +79.8% | +232.6% | -152.8% | +62.1% |
| 5Y | +65.6% | +185.9% | -120.3% | +48.8% |
| 10Y | +169.3% | +998.6% | -829.3% | +113.4% |
| All | +2,231.7% | +34,818.5% | -32,586.8% | +1,336.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling