+826.7%
AEE vs WSM
+6,838.8%
-6,012.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +1.3% | +2.6% | -1.3% | +1.1% |
| 30D | -1.2% | -9.5% | +8.3% | -0.3% |
| 3M | +1.0% | +12.9% | -11.9% | -0.2% |
| 6M | -2.3% | +23.0% | -25.3% | -4.4% |
| YTD | +9.1% | +28.9% | -19.8% | +6.2% |
| 1Y | +10.6% | +13.7% | -3.1% | +8.7% |
| 3Y | +48.5% | +232.6% | -184.1% | +28.4% |
| 5Y | +39.9% | +185.9% | -146.0% | +20.4% |
| 10Y | +185.7% | +998.6% | -812.9% | +105.5% |
| All | +826.7% | +6,838.8% | -6,012.1% | +452.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 WSM 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