+348.2%
AEM vs WAT
+49.0%
+299.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.2% | -1.2% |
| 7D | +4.3% | -0.7% | +5.1% | +4.4% |
| 30D | +13.1% | -1.0% | +14.1% | +13.3% |
| 3M | +24.8% | +10.9% | +13.9% | +23.4% |
| 6M | -8.2% | +33.2% | -41.4% | -10.9% |
| YTD | +19.8% | +6.1% | +13.8% | +18.4% |
| 1Y | +32.1% | +30.2% | +1.8% | +27.4% |
| 3Y | +348.2% | +52.9% | +295.3% | +291.8% |
| All | +348.2% | +49.0% | +299.2% | +291.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling