+440.7%
AME vs WAB
+266.7%
+174.0%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.8% |
| 7D | +5.9% | +5.1% | +0.8% | +3.4% |
| 30D | -1.9% | +4.0% | -5.9% | -3.7% |
| 3M | -5.4% | +0.1% | -5.5% | -5.4% |
| 6M | +4.9% | +12.8% | -7.9% | -1.2% |
| YTD | +18.5% | +40.1% | -21.6% | +0.8% |
| 1Y | +25.5% | +46.4% | -20.9% | +4.6% |
| 3Y | +63.0% | +167.4% | -104.3% | +1.8% |
| 5Y | +78.3% | +215.0% | -136.7% | +2.0% |
| All | +440.7% | +266.7% | +174.0% | +156.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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