+8,627.7%
WFC vs AEP
+2,223.4%
+6,404.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.0% | +0.9% |
| 7D | +3.8% | +1.8% | +2.0% | +3.0% |
| 30D | +1.5% | -0.8% | +2.3% | +1.8% |
| 3M | +10.9% | -1.8% | +12.7% | +11.5% |
| 6M | +8.4% | -5.4% | +13.8% | +10.6% |
| YTD | -1.9% | +10.4% | -12.3% | -6.8% |
| 1Y | +12.3% | +18.2% | -5.8% | +3.3% |
| 3Y | +132.3% | +79.0% | +53.4% | +73.6% |
| 5Y | +130.1% | +64.8% | +65.2% | +75.3% |
| 10Y | +134.4% | +170.8% | -36.5% | +40.2% |
| All | +8,627.7% | +2,223.4% | +6,404.3% | +1,510.2% |
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 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