+338.7%
AEM vs WAB
+167.4%
+171.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.5% |
| 7D | -2.1% | +0.1% | -2.3% | -2.2% |
| 30D | +8.4% | -4.1% | +12.5% | +9.9% |
| 3M | +27.3% | +8.2% | +19.1% | +23.2% |
| 6M | -9.7% | +15.4% | -25.1% | -14.0% |
| YTD | +19.0% | +33.1% | -14.2% | +9.8% |
| 1Y | +31.5% | +48.1% | -16.6% | +18.9% |
| 3Y | +338.7% | +167.7% | +171.0% | +244.6% |
| All | +338.7% | +167.4% | +171.3% | +244.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling