+11.4%
WBD vs AEP
+174.9%
-163.5%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | +1.4% | -1.1% | +2.5% | +1.7% |
| 3M | +4.4% | -3.3% | +7.7% | +5.3% |
| 6M | +0.8% | -4.6% | +5.5% | +1.9% |
| YTD | -2.7% | +9.4% | -12.1% | -6.3% |
| 1Y | +73.4% | +16.9% | +56.5% | +62.6% |
| 3Y | +142.1% | +76.6% | +65.5% | +93.9% |
| 5Y | +7.2% | +66.2% | -59.0% | -12.6% |
| All | +11.4% | +174.9% | -163.5% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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