+1,832.3%
AEP vs WWD
+15,065.0%
-13,232.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +0.9% |
| 7D | +0.7% | +3.7% | -3.0% | +0.2% |
| 30D | +4.8% | +1.8% | +3.0% | +4.4% |
| 3M | +5.4% | -5.0% | +10.3% | +5.9% |
| 6M | +0.4% | -8.4% | +8.8% | +1.1% |
| YTD | +15.5% | +12.3% | +3.2% | +12.4% |
| 1Y | +8.5% | +26.2% | -17.7% | +3.6% |
| 3Y | +84.6% | +154.6% | -70.0% | +56.2% |
| 5Y | +86.9% | +195.3% | -108.4% | +52.7% |
| 10Y | +205.1% | +466.3% | -261.1% | +115.7% |
| All | +1,832.3% | +15,065.0% | -13,232.6% | +852.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling