+1,916.5%
AEM vs WAT
+12,173.3%
-10,256.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.4% |
| 3M | -0.8% | +11.3% | -12.1% | -1.6% |
| 6M | -8.5% | +37.4% | -45.9% | -10.7% |
| YTD | +5.9% | +21.2% | -15.2% | +4.1% |
| 1Y | +6.6% | +21.3% | -14.7% | +4.7% |
| 3Y | +302.2% | +83.4% | +218.8% | +280.0% |
| 5Y | +250.8% | +29.0% | +221.8% | +238.2% |
| 10Y | +406.1% | +223.9% | +182.1% | +356.2% |
| All | +1,916.5% | +12,173.3% | -10,256.8% | +1,556.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling