+293.4%
WBD vs AEP
+665.8%
-372.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -1.7% | +0.9% | -2.6% | -2.1% |
| 30D | +3.9% | +1.5% | +2.4% | +3.1% |
| 3M | +5.1% | -1.7% | +6.8% | +5.6% |
| 6M | +0.6% | -4.0% | +4.6% | +1.8% |
| YTD | -3.2% | +10.6% | -13.8% | -8.7% |
| 1Y | +127.7% | +18.6% | +109.0% | +106.9% |
| 3Y | +146.6% | +78.7% | +67.9% | +80.7% |
| 5Y | +4.2% | +65.1% | -60.9% | -21.6% |
| 10Y | +13.7% | +177.7% | -164.0% | -39.1% |
| All | +293.4% | +665.8% | -372.4% | +5.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling