+132.3%
AA vs WAB
+282.7%
-150.4%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.4% | -0.6% | -0.8% |
| 7D | -0.6% | +0.2% | -0.9% | -0.8% |
| 30D | -1.6% | -4.6% | +3.0% | +2.2% |
| 3M | -29.8% | +5.6% | -35.4% | -33.5% |
| 6M | -16.6% | +13.8% | -30.4% | -26.5% |
| YTD | -4.0% | +31.9% | -35.9% | -25.5% |
| 1Y | +63.5% | +48.3% | +15.3% | +15.1% |
| 3Y | +86.8% | +167.1% | -80.4% | -19.7% |
| 5Y | +12.4% | +222.9% | -210.5% | -58.0% |
| 10Y | +132.3% | +289.9% | -157.6% | -36.3% |
| All | +132.3% | +282.7% | -150.4% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 10y: compounded portfolio wealth divided by compounded WAB 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…
10y analysis · Full analysis span regression · 6 months rolling