-24.7%
WULF vs AEE
+38.7%
-63.4%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.8% | +3.7% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | -2.6% | -2.9% | +0.3% | -2.2% |
| 3M | -34.0% | -2.4% | -31.6% | -33.9% |
| 6M | +10.0% | -2.7% | +12.7% | +10.2% |
| YTD | +45.7% | +7.3% | +38.4% | +43.6% |
| 1Y | +57.3% | +7.5% | +49.8% | +54.7% |
| 3Y | +878.9% | +46.2% | +832.7% | +770.4% |
| All | -24.7% | +38.7% | -63.4% | -29.6% |
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 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