+2.5%
WFC vs AEP
+10.7%
-8.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +2.2% |
| 7D | +4.5% | +0.8% | +3.7% | +4.5% |
| 30D | +7.4% | +7.9% | -0.6% | +7.2% |
| 3M | -0.5% | +1.5% | -2.0% | -0.6% |
| 6M | +11.7% | -2.6% | +14.3% | +10.3% |
| YTD | -4.6% | +14.7% | -19.3% | -2.0% |
| 1Y | +2.5% | +10.8% | -8.2% | +5.3% |
| All | +2.5% | +10.7% | -8.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling