-24.6%
WY vs AEE
+46.3%
-70.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.1% |
| 7D | -3.7% | -0.7% | -3.0% | -3.4% |
| 30D | -11.3% | -2.0% | -9.3% | -10.5% |
| 3M | -8.1% | -2.8% | -5.3% | -6.9% |
| 6M | -7.4% | -3.6% | -3.9% | -5.8% |
| YTD | -4.7% | +7.3% | -12.0% | -7.8% |
| 1Y | -9.2% | +8.7% | -17.9% | -12.8% |
| All | -24.6% | +46.3% | -70.9% | -38.5% |
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