+8,268.6%
WFC vs AEP
+2,324.0%
+5,944.6%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.7% | +2.5% | -0.7% | +0.7% |
| 30D | +6.8% | +3.4% | +3.5% | +5.3% |
| 3M | -3.0% | +4.2% | -7.2% | -4.9% |
| 6M | +15.4% | -0.8% | +16.2% | +15.4% |
| YTD | -5.9% | +15.2% | -21.1% | -12.3% |
| 1Y | +1.7% | +8.3% | -6.7% | -2.8% |
| 3Y | +124.9% | +84.2% | +40.7% | +66.1% |
| 5Y | +90.5% | +87.8% | +2.7% | +36.9% |
| 10Y | +117.8% | +204.4% | -86.6% | +24.0% |
| All | +8,268.6% | +2,324.0% | +5,944.6% | +1,414.3% |
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 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