+19.1%
AA vs WAB
+231.1%
-212.0%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +3.0% | +3.0% |
| 7D | +1.7% | +1.7% | 0.0% | +0.2% |
| 30D | +3.3% | -2.4% | +5.8% | +5.5% |
| 3M | -29.4% | +9.7% | -39.1% | -35.9% |
| 6M | -12.8% | +16.5% | -29.3% | -26.0% |
| YTD | -2.1% | +33.7% | -35.9% | -27.7% |
| 1Y | +62.8% | +49.7% | +13.1% | +7.8% |
| 3Y | +90.5% | +170.9% | -80.5% | -31.9% |
| 5Y | +19.1% | +228.0% | -209.0% | -64.5% |
| All | +19.1% | +231.1% | -212.0% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling