+2,231.7%
AEP vs WY
+676.8%
+1,554.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.4% | +2.2% | +1.1% |
| 7D | +2.0% | -2.1% | +4.1% | +2.5% |
| 30D | +0.5% | -10.5% | +11.0% | +2.9% |
| 3M | -0.3% | -4.9% | +4.6% | +0.6% |
| 6M | -3.5% | -4.9% | +1.4% | -2.7% |
| YTD | +11.3% | -1.7% | +12.9% | +11.2% |
| 1Y | +20.2% | -9.4% | +29.6% | +22.0% |
| 3Y | +79.8% | -22.3% | +102.1% | +87.1% |
| 5Y | +65.6% | -20.5% | +86.1% | +69.5% |
| 10Y | +169.3% | +4.9% | +164.4% | +144.3% |
| All | +2,231.7% | +676.8% | +1,554.9% | +1,196.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling