+66.4%
AEP vs WY
-22.3%
+88.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.3% |
| 7D | -1.0% | -3.7% | +2.7% | -0.1% |
| 30D | -0.1% | -11.3% | +11.2% | +2.9% |
| 3M | -3.2% | -8.1% | +4.9% | -1.3% |
| 6M | -5.3% | -7.4% | +2.1% | -3.8% |
| YTD | +9.5% | -4.7% | +14.2% | +10.3% |
| 1Y | +17.5% | -9.2% | +26.7% | +19.6% |
| 3Y | +77.0% | -24.7% | +101.7% | +87.4% |
| 5Y | +66.4% | -21.6% | +87.9% | +76.4% |
| All | +66.4% | -22.3% | +88.7% | +76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling