+25.0%
WCN vs AEE
+38.5%
-13.5%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.6% |
| 7D | -4.4% | -0.7% | -3.7% | -4.2% |
| 30D | -4.4% | -2.0% | -2.5% | -3.7% |
| 3M | +0.5% | -2.8% | +3.3% | +1.6% |
| 6M | -3.3% | -3.6% | +0.3% | -2.0% |
| YTD | -8.5% | +7.3% | -15.8% | -11.5% |
| 1Y | -8.9% | +8.7% | -17.6% | -12.5% |
| 3Y | +18.0% | +46.0% | -28.0% | 0.0% |
| 5Y | +25.0% | +39.8% | -14.7% | +6.7% |
| All | +25.0% | +38.5% | -13.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 5y: compounded portfolio wealth divided by compounded AEE 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…
5y analysis · Full analysis span regression · 6 months rolling