+128.3%
WFC vs AEE
+39.2%
+89.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.4% | +2.1% |
| 7D | +0.4% | +1.1% | -0.6% | +0.1% |
| 30D | +2.5% | 0.0% | +2.5% | +2.4% |
| 3M | +10.0% | -0.9% | +10.9% | +10.0% |
| 6M | +15.1% | -2.4% | +17.5% | +15.5% |
| YTD | -2.2% | +8.6% | -10.8% | -5.4% |
| 1Y | +13.5% | +10.2% | +3.3% | +9.1% |
| 3Y | +135.2% | +47.8% | +87.4% | +103.4% |
| 5Y | +128.3% | +40.1% | +88.2% | +106.1% |
| All | +128.3% | +39.2% | +89.2% | +106.1% |
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