+6.6%
AEM vs WAB
+42.5%
-35.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.5% |
| 7D | -6.8% | +5.1% | -11.9% | -9.7% |
| 30D | +0.8% | +4.0% | -3.2% | -1.9% |
| 3M | -0.8% | +0.1% | -0.9% | -1.3% |
| 6M | -8.5% | +12.8% | -21.3% | -17.7% |
| YTD | +5.9% | +40.1% | -34.1% | -17.3% |
| 1Y | +6.6% | +46.4% | -39.8% | -17.9% |
| All | +6.6% | +42.5% | -35.9% | -17.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling