+1,654.8%
WULF vs AEP
+1,695.3%
-40.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.7% |
| 7D | -0.6% | -1.0% | +0.4% | -0.5% |
| 30D | -3.6% | -0.1% | -3.6% | -3.6% |
| 3M | -30.4% | -3.2% | -27.2% | -30.3% |
| 6M | +12.5% | -5.3% | +17.8% | +12.7% |
| YTD | +40.5% | +9.5% | +30.9% | +39.8% |
| 1Y | +53.0% | +17.5% | +35.5% | +51.6% |
| 3Y | +796.7% | +77.0% | +719.7% | +753.8% |
| 5Y | -30.9% | +66.4% | -97.3% | -34.2% |
| 10Y | +76.1% | +175.1% | -98.9% | +60.5% |
| All | +1,654.8% | +1,695.3% | -40.5% | +1,312.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling