+1,232.7%
AEP vs WYNN
+1,166.9%
+65.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.9% | -4.2% | +3.3% | -0.6% |
| 30D | -1.1% | -14.6% | +13.6% | +0.2% |
| 3M | -3.3% | -18.4% | +15.1% | -1.8% |
| 6M | -4.6% | -11.9% | +7.3% | -3.8% |
| YTD | +9.4% | -26.6% | +36.0% | +11.8% |
| 1Y | +16.9% | -28.5% | +45.5% | +19.5% |
| 3Y | +76.6% | -5.1% | +81.8% | +74.5% |
| 5Y | +66.2% | -10.5% | +76.7% | +61.8% |
| 10Y | +174.7% | +0.3% | +174.5% | +147.3% |
| All | +1,232.7% | +1,166.9% | +65.8% | +764.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling