+441.6%
AME vs WAB
+282.9%
+158.7%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +1.1% | +3.1% | -2.0% | -0.3% |
| 30D | -4.1% | +6.4% | -10.5% | -6.8% |
| 3M | -6.3% | +2.2% | -8.5% | -7.2% |
| 6M | +3.5% | +13.7% | -10.2% | -2.9% |
| YTD | +17.3% | +43.0% | -25.7% | -1.1% |
| 1Y | +22.0% | +47.0% | -24.9% | +1.5% |
| 3Y | +62.0% | +174.4% | -112.4% | -0.1% |
| 5Y | +78.5% | +222.2% | -143.7% | +1.0% |
| 10Y | +441.6% | +276.9% | +164.7% | +151.2% |
| All | +441.6% | +282.9% | +158.7% | +151.2% |
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