+170.5%
AEP vs WY
+7.6%
+162.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -0.9% | -4.2% | +3.2% | +0.1% |
| 30D | -1.1% | -10.1% | +9.0% | +1.5% |
| 3M | -3.3% | -8.5% | +5.2% | -1.4% |
| 6M | -4.6% | -3.3% | -1.3% | -4.1% |
| YTD | +9.4% | -4.4% | +13.8% | +10.1% |
| 1Y | +16.9% | -11.5% | +28.4% | +19.6% |
| 3Y | +76.6% | -24.3% | +101.0% | +85.9% |
| 5Y | +66.2% | -21.3% | +87.5% | +70.8% |
| All | +170.5% | +7.6% | +162.9% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 10y: compounded portfolio wealth divided by compounded WY 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…
10y analysis · Full analysis span regression · 6 months rolling