-22.1%
WULF vs AEE
+13.9%
-35.9%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +2.5% | -9.1% | -5.9% |
| 7D | -12.8% | +4.7% | -17.5% | -11.7% |
| 30D | -20.9% | +13.4% | -34.3% | -19.6% |
| 3M | -38.0% | +4.1% | -42.1% | -37.4% |
| 6M | -47.5% | +2.0% | -49.6% | -46.8% |
| YTD | +1.8% | +15.6% | -13.8% | +8.7% |
| 1Y | -22.1% | +14.1% | -36.2% | -14.6% |
| All | -22.1% | +13.9% | -35.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling