+65.1%
AEP vs WWD
+191.3%
-126.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.6% |
| 7D | +0.9% | +0.6% | +0.3% | +0.8% |
| 30D | +1.5% | -5.1% | +6.6% | +2.0% |
| 3M | -1.7% | -11.2% | +9.6% | -0.7% |
| 6M | -4.0% | -12.0% | +8.0% | -3.2% |
| YTD | +10.6% | +12.0% | -1.4% | +8.5% |
| 1Y | +18.6% | +42.8% | -24.2% | +13.1% |
| 3Y | +78.7% | +168.9% | -90.3% | +51.5% |
| 5Y | +65.1% | +192.2% | -127.1% | +31.9% |
| All | +65.1% | +191.3% | -126.2% | +31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 WWD 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