+8,296.9%
WFC vs AEP
+2,329.1%
+5,967.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +2.5% | +2.9% | -0.4% | +1.3% |
| 30D | +7.0% | +3.2% | +3.8% | +5.5% |
| 3M | -1.8% | +3.8% | -5.6% | -3.5% |
| 6M | +18.4% | +2.5% | +15.9% | +16.7% |
| YTD | -5.6% | +15.5% | -21.1% | -12.1% |
| 1Y | +3.9% | +9.6% | -5.7% | -1.2% |
| 3Y | +126.3% | +91.2% | +35.2% | +64.4% |
| 5Y | +91.1% | +88.2% | +2.9% | +37.3% |
| 10Y | +118.5% | +205.1% | -86.5% | +24.3% |
| All | +8,296.9% | +2,329.1% | +5,967.9% | +1,418.1% |
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