+346.7%
AEM vs WAT
+166.5%
+180.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.8% |
| 7D | -5.0% | -2.9% | -2.2% | -4.7% |
| 30D | +8.5% | -3.2% | +11.7% | +9.0% |
| 3M | +29.3% | +10.6% | +18.7% | +27.7% |
| 6M | -12.9% | +34.0% | -47.0% | -16.1% |
| YTD | +16.8% | +5.7% | +11.0% | +15.4% |
| 1Y | +29.8% | +37.1% | -7.2% | +24.0% |
| 3Y | +336.7% | +52.4% | +284.3% | +303.1% |
| 5Y | +299.9% | -4.4% | +304.4% | +284.5% |
| All | +346.7% | +166.5% | +180.2% | +291.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 10y: compounded portfolio wealth divided by compounded WAT 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…
10y analysis · Full analysis span regression · 6 months rolling