+31.2%
WEC vs AEE
+39.2%
-8.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.5% |
| 7D | +0.4% | +1.1% | -0.7% | -0.5% |
| 30D | +0.9% | 0.0% | +0.9% | +0.9% |
| 3M | -5.3% | -0.9% | -4.4% | -4.7% |
| 6M | -6.6% | -2.4% | -4.2% | -4.8% |
| YTD | +3.3% | +8.6% | -5.4% | -4.1% |
| 1Y | +2.1% | +10.2% | -8.1% | -6.4% |
| 3Y | +39.6% | +47.8% | -8.2% | -2.2% |
| 5Y | +31.2% | +40.1% | -8.9% | -4.1% |
| All | +31.2% | +39.2% | -8.0% | -4.1% |
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