+13.9%
WOLF vs AEE
+5.5%
+8.4%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.7% | -1.2% | -6.5% | -7.9% |
| 7D | -6.2% | -0.7% | -5.5% | -6.3% |
| 30D | -16.5% | -2.0% | -14.5% | -16.7% |
| 3M | -42.0% | -2.8% | -39.2% | -42.9% |
| 6M | +51.8% | -3.6% | +55.4% | +50.7% |
| YTD | +44.6% | +7.3% | +37.3% | +42.6% |
| All | +13.9% | +5.5% | +8.4% | +13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling