+299.9%
AEM vs WAB
+220.1%
+79.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | -5.0% | -0.2% | -4.8% | -5.0% |
| 30D | +8.5% | -5.9% | +14.3% | +10.4% |
| 3M | +29.3% | +9.4% | +19.9% | +25.3% |
| 6M | -12.9% | +13.8% | -26.8% | -16.3% |
| YTD | +16.8% | +31.8% | -15.0% | +8.4% |
| 1Y | +29.8% | +48.5% | -18.7% | +17.2% |
| 3Y | +336.7% | +167.0% | +169.8% | +233.2% |
| 5Y | +299.9% | +222.3% | +77.6% | +187.7% |
| All | +299.9% | +220.1% | +79.8% | +187.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling