+351.5%
WULF vs AEE
+818.5%
-467.0%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -4.0% |
| 7D | +15.6% | +1.1% | +14.5% | +15.4% |
| 30D | +5.7% | 0.0% | +5.7% | +5.8% |
| 3M | -32.3% | -0.9% | -31.4% | -32.3% |
| 6M | +23.7% | -2.4% | +26.1% | +23.9% |
| YTD | +49.1% | +8.6% | +40.4% | +47.0% |
| 1Y | +66.3% | +10.2% | +56.2% | +63.4% |
| 3Y | +851.7% | +47.8% | +803.8% | +787.2% |
| 5Y | -30.9% | +40.1% | -71.0% | -35.3% |
| 10Y | +86.9% | +195.0% | -108.1% | +55.3% |
| All | +351.5% | +818.5% | -467.0% | +240.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling