+6,511.9%
WCN vs AEE
+903.6%
+5,608.3%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.4% |
| 7D | -0.4% | +1.3% | -1.8% | -1.0% |
| 30D | -2.1% | -1.2% | -0.9% | -1.7% |
| 3M | +6.4% | +1.0% | +5.4% | +5.9% |
| 6M | -3.7% | -2.3% | -1.4% | -3.0% |
| YTD | -6.4% | +9.1% | -15.5% | -10.0% |
| 1Y | -7.9% | +10.6% | -18.5% | -12.0% |
| 3Y | +20.8% | +48.5% | -27.7% | +1.6% |
| 5Y | +29.0% | +39.9% | -10.9% | +10.3% |
| 10Y | +236.4% | +185.7% | +50.6% | +110.8% |
| All | +6,511.9% | +903.6% | +5,608.3% | +2,446.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling