+878.9%
WULF vs AEE
+46.3%
+832.7%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +1.4% | -0.8% | +2.2% | +1.4% |
| 30D | -2.6% | -2.9% | +0.3% | -2.7% |
| 3M | -34.0% | -2.4% | -31.6% | -34.1% |
| 6M | +10.0% | -2.7% | +12.7% | +9.9% |
| YTD | +45.7% | +7.3% | +38.4% | +46.2% |
| 1Y | +57.3% | +7.5% | +49.8% | +58.0% |
| 3Y | +878.9% | +46.2% | +832.7% | +812.9% |
| All | +878.9% | +46.3% | +832.7% | +812.9% |
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