+642.9%
WDC vs AEP
+207.1%
+435.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +0.2% | -5.2% | -5.1% |
| 7D | +12.1% | +2.9% | +9.2% | +11.2% |
| 30D | -18.8% | +3.2% | -22.0% | -19.5% |
| 3M | -39.3% | +3.8% | -43.1% | -40.0% |
| 6M | -40.1% | +2.5% | -42.6% | -41.0% |
| YTD | +71.8% | +15.5% | +56.3% | +62.9% |
| 1Y | +88.5% | +9.6% | +78.9% | +81.7% |
| 3Y | +770.0% | +91.2% | +678.8% | +576.1% |
| 5Y | +549.0% | +88.2% | +460.8% | +401.4% |
| All | +642.9% | +207.1% | +435.7% | +446.0% |
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