-24.7%
WULF vs AEP
+64.8%
-89.6%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.7% |
| 7D | +1.4% | -0.9% | +2.3% | +1.2% |
| 30D | -2.6% | -1.1% | -1.6% | -2.9% |
| 3M | -34.0% | -3.3% | -30.7% | -34.4% |
| 6M | +10.0% | -4.6% | +14.6% | +9.0% |
| YTD | +45.7% | +9.4% | +36.3% | +48.9% |
| 1Y | +57.3% | +16.9% | +40.4% | +63.7% |
| 3Y | +878.9% | +76.6% | +802.3% | +889.8% |
| All | -24.7% | +64.8% | -89.6% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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