+78.6%
AEP vs WU
-28.6%
+107.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | +0.9% | -4.9% | +5.8% | +1.3% |
| 30D | +1.5% | -1.3% | +2.8% | +1.6% |
| 3M | -1.7% | -3.6% | +1.9% | -1.8% |
| 6M | -4.0% | -24.3% | +20.3% | -1.8% |
| YTD | +10.6% | -21.1% | +31.7% | +12.5% |
| 1Y | +18.6% | -10.3% | +28.9% | +18.1% |
| All | +78.6% | -28.6% | +107.2% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling