+302.2%
AEM vs WAB
+168.8%
+133.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.3% |
| 7D | -6.8% | +5.1% | -11.9% | -8.5% |
| 30D | +0.8% | +4.0% | -3.2% | -0.7% |
| 3M | -0.8% | +0.1% | -0.9% | -1.1% |
| 6M | -8.5% | +12.8% | -21.3% | -13.0% |
| YTD | +5.9% | +40.1% | -34.1% | -4.5% |
| 1Y | +6.6% | +46.4% | -39.8% | -4.8% |
| 3Y | +302.2% | +167.4% | +134.8% | +172.6% |
| All | +302.2% | +168.8% | +133.4% | +172.6% |
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