+30.7%
WOLF vs AEE
+7.3%
+23.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.0% | +0.9% | +2.0% |
| 7D | +9.8% | +1.3% | +8.5% | +10.0% |
| 30D | -12.1% | -1.2% | -10.9% | -12.4% |
| 3M | -47.9% | +1.0% | -48.9% | -49.1% |
| 6M | +74.3% | -2.3% | +76.6% | +73.4% |
| YTD | +65.9% | +9.1% | +56.7% | +64.0% |
| All | +30.7% | +7.3% | +23.4% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded AEE 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling