+1,188.5%
WDC vs AEP
+174.9%
+1,013.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -3.0% |
| 7D | -4.3% | -0.9% | -3.4% | -4.0% |
| 30D | -1.5% | -1.1% | -0.4% | -1.2% |
| 3M | -15.5% | -3.3% | -12.2% | -15.1% |
| 6M | +66.5% | -4.6% | +71.1% | +67.5% |
| YTD | +159.9% | +9.4% | +150.4% | +150.3% |
| 1Y | +366.0% | +16.9% | +349.0% | +339.8% |
| 3Y | +1,285.8% | +76.6% | +1,209.2% | +1,003.9% |
| 5Y | +925.6% | +66.2% | +859.4% | +729.5% |
| All | +1,188.5% | +174.9% | +1,013.7% | +864.4% |
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