+8.5%
AEE vs WETO
-98.9%
+107.4%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -20.8% | +20.9% | 0.0% |
| 7D | +0.3% | -55.4% | +55.7% | +0.3% |
| 30D | -2.3% | -48.5% | +46.2% | -2.1% |
| 3M | +0.2% | -97.5% | +97.7% | -2.6% |
| 6M | -4.7% | -94.2% | +89.5% | -5.8% |
| YTD | +8.1% | -97.0% | +105.1% | +6.6% |
| 1Y | +8.5% | -98.9% | +107.5% | +6.7% |
| All | +8.5% | -98.9% | +107.4% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 1y: compounded portfolio wealth divided by compounded WETO 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…
1y analysis · Full analysis span regression · 6 months rolling