+416.2%
AME vs WAB
+292.7%
+123.5%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.8% |
| 7D | 0.0% | -0.2% | +0.2% | +0.1% |
| 30D | -8.6% | -5.9% | -2.7% | -6.0% |
| 3M | +5.8% | +9.4% | -3.6% | +1.0% |
| 6M | +3.8% | +13.8% | -10.0% | -2.7% |
| YTD | +14.4% | +31.8% | -17.3% | +0.2% |
| 1Y | +25.8% | +48.5% | -22.7% | +4.1% |
| 3Y | +55.2% | +167.0% | -111.8% | -3.1% |
| 5Y | +85.5% | +222.3% | -136.8% | +5.2% |
| All | +416.2% | +292.7% | +123.5% | +136.1% |
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