+2,117.2%
WEC vs AEE
+892.1%
+1,225.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.1% |
| 7D | +2.3% | +1.7% | +0.6% | +1.1% |
| 30D | +11.1% | +9.7% | +1.3% | +4.1% |
| 3M | +8.4% | +5.9% | +2.5% | +4.3% |
| 6M | +7.5% | +6.7% | +0.8% | +2.8% |
| YTD | +15.3% | +17.4% | -2.0% | +3.1% |
| 1Y | +9.7% | +12.7% | -2.9% | +0.9% |
| 3Y | +64.7% | +68.2% | -3.5% | +14.2% |
| 5Y | +57.3% | +57.3% | 0.0% | +14.9% |
| 10Y | +195.9% | +220.6% | -24.7% | +38.3% |
| All | +2,117.2% | +892.1% | +1,225.1% | +362.2% |
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