+170.5%
AEP vs WYNN
+1.1%
+169.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | -0.9% | -4.2% | +3.3% | -0.8% |
| 30D | -1.1% | -14.6% | +13.6% | -0.5% |
| 3M | -3.3% | -18.4% | +15.1% | -2.5% |
| 6M | -4.6% | -11.9% | +7.3% | -4.3% |
| YTD | +9.4% | -26.6% | +36.0% | +10.6% |
| 1Y | +16.9% | -28.5% | +45.5% | +18.2% |
| 3Y | +76.6% | -5.1% | +81.8% | +75.4% |
| 5Y | +66.2% | -10.5% | +76.7% | +63.9% |
| All | +170.5% | +1.1% | +169.4% | +158.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling