+642.0%
AEP vs WU
-21.6%
+663.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.5% | +3.2% | +1.3% |
| 7D | +2.0% | -0.8% | +2.9% | +2.2% |
| 30D | +0.5% | -1.1% | +1.6% | +0.7% |
| 3M | -0.3% | -1.8% | +1.5% | -0.9% |
| 6M | -3.5% | -23.9% | +20.4% | +1.8% |
| YTD | +11.3% | -20.4% | +31.7% | +15.7% |
| 1Y | +20.2% | -10.6% | +30.8% | +20.8% |
| 3Y | +79.8% | -27.7% | +107.5% | +87.6% |
| 5Y | +65.6% | -51.1% | +116.7% | +87.7% |
| 10Y | +169.3% | -40.7% | +210.0% | +182.6% |
| All | +642.0% | -21.6% | +663.6% | +554.4% |
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 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