-29.4%
WU vs AEE
+46.3%
-75.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | -5.0% | -0.7% | -4.3% | -4.8% |
| 30D | -2.3% | -2.0% | -0.3% | -1.8% |
| 3M | -3.2% | -2.8% | -0.4% | -2.7% |
| 6M | -25.0% | -3.6% | -21.5% | -24.6% |
| YTD | -21.7% | +7.3% | -29.0% | -23.6% |
| 1Y | -9.0% | +8.7% | -17.7% | -11.7% |
| All | -29.4% | +46.3% | -75.7% | -38.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling