+142.7%
WFC vs AEP
+175.2%
-32.5%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.7% | +0.1% |
| 7D | +0.3% | -1.0% | +1.3% | +0.6% |
| 30D | +2.3% | -0.1% | +2.4% | +2.3% |
| 3M | +9.8% | -3.2% | +13.0% | +10.8% |
| 6M | +15.6% | -5.3% | +20.8% | +17.4% |
| YTD | -2.4% | +9.5% | -12.0% | -6.5% |
| 1Y | +13.8% | +17.5% | -3.7% | +5.8% |
| 3Y | +134.6% | +77.0% | +57.7% | +79.0% |
| 5Y | +127.9% | +66.4% | +61.5% | +75.1% |
| All | +142.7% | +175.2% | -32.5% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling