+19,578.9%
WELL vs AEP
+2,285.7%
+17,293.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.3% |
| 7D | +2.7% | -1.6% | +4.2% | +3.3% |
| 30D | +9.8% | +4.1% | +5.7% | +8.1% |
| 3M | +5.8% | +4.1% | +1.7% | +4.0% |
| 6M | +16.2% | -1.0% | +17.3% | +16.5% |
| YTD | +34.9% | +13.4% | +21.5% | +28.3% |
| 1Y | +31.0% | +6.7% | +24.3% | +27.6% |
| 3Y | +205.4% | +81.3% | +124.1% | +141.6% |
| 5Y | +220.8% | +80.1% | +140.8% | +153.6% |
| 10Y | +471.8% | +200.9% | +270.9% | +290.1% |
| All | +19,578.9% | +2,285.7% | +17,293.1% | +9,264.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling