+10.8%
AEP vs WYNN
-32.5%
+43.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.1% | -6.5% | -0.3% |
| 7D | +0.8% | +15.4% | -14.6% | +1.3% |
| 30D | +7.9% | +6.8% | +1.2% | +8.2% |
| 3M | +1.5% | -15.4% | +16.8% | +1.0% |
| 6M | -2.6% | -20.0% | +17.4% | -3.1% |
| YTD | +14.7% | -31.0% | +45.7% | +13.8% |
| 1Y | +10.8% | -31.5% | +42.2% | +9.7% |
| All | +10.8% | -32.5% | +43.2% | +9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling