+249.0%
AEM vs WAT
+28.6%
+220.4%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -6.8% | +0.6% | -7.4% | -6.9% |
| 30D | +0.8% | +5.4% | -4.6% | -0.1% |
| 3M | -0.8% | +11.3% | -12.1% | -2.6% |
| 6M | -8.5% | +37.4% | -45.9% | -13.1% |
| YTD | +5.9% | +21.2% | -15.2% | +2.0% |
| 1Y | +6.6% | +21.3% | -14.7% | +2.5% |
| 3Y | +302.2% | +83.4% | +218.8% | +242.3% |
| All | +249.0% | +28.6% | +220.4% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling