+170.8%
AEP vs WU
-39.5%
+210.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.8% |
| 7D | -1.0% | -5.0% | +4.0% | +0.1% |
| 30D | -0.1% | -2.3% | +2.2% | +0.3% |
| 3M | -3.2% | -3.2% | 0.0% | -3.5% |
| 6M | -5.3% | -25.0% | +19.8% | -0.2% |
| YTD | +9.5% | -21.7% | +31.2% | +14.0% |
| 1Y | +17.5% | -9.0% | +26.5% | +17.2% |
| 3Y | +77.0% | -28.9% | +105.9% | +85.1% |
| 5Y | +66.4% | -51.0% | +117.4% | +89.8% |
| All | +170.8% | -39.5% | +210.3% | +193.2% |
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