+637.0%
AEP vs WTW
+1,094.8%
-457.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.6% | +3.0% | +0.3% |
| 7D | +0.9% | -7.1% | +8.0% | +2.8% |
| 30D | +1.5% | -8.5% | +10.0% | +3.7% |
| 3M | -1.7% | +20.6% | -22.2% | -6.7% |
| 6M | -4.0% | +7.2% | -11.2% | -6.5% |
| YTD | +10.6% | -3.9% | +14.5% | +10.3% |
| 1Y | +18.6% | -3.6% | +22.2% | +18.1% |
| 3Y | +78.7% | +60.7% | +18.0% | +54.2% |
| 5Y | +65.1% | +42.2% | +22.9% | +45.9% |
| 10Y | +177.7% | +195.5% | -17.7% | +99.2% |
| All | +637.0% | +1,094.8% | -457.8% | +293.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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