+87.8%
AEP vs WU
-43.2%
+131.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.1% |
| 7D | +2.5% | -5.3% | +7.7% | +3.2% |
| 30D | +3.4% | +9.0% | -5.6% | +2.1% |
| 3M | +4.2% | -3.6% | +7.8% | +4.5% |
| 6M | -0.8% | -19.4% | +18.6% | +1.6% |
| YTD | +15.2% | -21.7% | +36.9% | +18.2% |
| 1Y | +8.3% | -16.1% | +24.4% | +9.6% |
| 3Y | +84.2% | -24.1% | +108.3% | +88.4% |
| 5Y | +87.8% | -44.1% | +131.9% | +102.4% |
| All | +87.8% | -43.2% | +131.0% | +102.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling