+211.7%
AEP vs WU
-38.9%
+250.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.1% | -0.1% |
| 7D | +2.9% | -2.0% | +4.9% | +3.3% |
| 30D | +3.2% | +11.4% | -8.2% | +0.7% |
| 3M | +3.8% | -6.8% | +10.6% | +5.0% |
| 6M | +2.5% | -14.6% | +17.1% | +4.8% |
| YTD | +15.5% | -20.6% | +36.1% | +19.5% |
| 1Y | +9.6% | -15.4% | +25.0% | +11.5% |
| 3Y | +91.2% | -23.6% | +114.8% | +96.4% |
| 5Y | +88.2% | -43.4% | +131.6% | +105.6% |
| All | +211.7% | -38.9% | +250.6% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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