+636.6%
AEP vs WU
-19.6%
+656.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | +0.1% |
| 7D | +1.8% | -0.8% | +2.6% | +2.0% |
| 30D | -0.8% | -1.1% | +0.3% | -0.6% |
| 3M | -1.8% | -3.9% | +2.0% | -1.9% |
| 6M | -5.4% | -20.7% | +15.3% | -1.2% |
| YTD | +10.4% | -18.4% | +28.8% | +14.2% |
| 1Y | +18.2% | -8.1% | +26.2% | +17.9% |
| 3Y | +79.0% | -24.2% | +103.1% | +84.5% |
| 5Y | +64.8% | -50.4% | +115.3% | +86.3% |
| 10Y | +170.8% | -40.0% | +210.9% | +183.5% |
| All | +636.6% | -19.6% | +656.2% | +545.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling