+133.3%
WFC vs AEP
+78.6%
+54.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.6% | +2.5% | +2.0% |
| 7D | +0.4% | +0.9% | -0.4% | +0.4% |
| 30D | +2.5% | +1.5% | +1.0% | +2.3% |
| 3M | +10.0% | -1.7% | +11.7% | +10.0% |
| 6M | +15.1% | -4.0% | +19.1% | +15.3% |
| YTD | -2.2% | +10.6% | -12.8% | -3.5% |
| 1Y | +13.5% | +18.6% | -5.2% | +10.9% |
| All | +133.3% | +78.6% | +54.8% | +95.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling