+1,631.0%
AEM vs WAB
+4,316.0%
-2,685.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.9% | +0.1% |
| 7D | -6.8% | +5.1% | -11.9% | -7.5% |
| 30D | +0.8% | +4.0% | -3.2% | +0.3% |
| 3M | -0.8% | +0.1% | -0.9% | -0.9% |
| 6M | -8.5% | +12.8% | -21.3% | -10.1% |
| YTD | +5.9% | +40.1% | -34.1% | +1.4% |
| 1Y | +6.6% | +46.4% | -39.8% | +1.4% |
| 3Y | +302.2% | +167.4% | +134.8% | +252.6% |
| 5Y | +250.8% | +215.0% | +35.8% | +199.4% |
| 10Y | +406.1% | +269.2% | +136.9% | +306.1% |
| All | +1,631.0% | +4,316.0% | -2,685.0% | +940.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling