+2,213.5%
AEM vs WAT
+10,816.8%
-8,603.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -1.1% |
| 7D | -0.5% | -1.3% | +0.8% | -0.4% |
| 30D | +24.0% | +2.3% | +21.7% | +23.8% |
| 3M | +16.1% | +8.7% | +7.3% | +15.4% |
| 6M | -11.6% | +28.3% | -39.9% | -13.3% |
| YTD | +21.5% | +7.8% | +13.8% | +20.5% |
| 1Y | +39.2% | +36.6% | +2.6% | +35.5% |
| 3Y | +347.4% | +45.7% | +301.8% | +330.0% |
| 5Y | +290.1% | -3.3% | +293.5% | +283.7% |
| 10Y | +357.8% | +162.1% | +195.7% | +318.6% |
| All | +2,213.5% | +10,816.8% | -8,603.3% | +1,818.2% |
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