+84.8%
AME vs WAB
+231.1%
-146.2%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.5% | -0.3% |
| 7D | +2.8% | +1.7% | +1.1% | +1.9% |
| 30D | -6.3% | -2.4% | -3.8% | -5.0% |
| 3M | +5.4% | +9.7% | -4.3% | -0.2% |
| 6M | +7.4% | +16.5% | -9.1% | -1.5% |
| YTD | +16.2% | +33.7% | -17.6% | -1.0% |
| 1Y | +26.8% | +49.7% | -22.9% | +1.7% |
| 3Y | +57.5% | +170.9% | -113.4% | -9.7% |
| 5Y | +84.8% | +228.0% | -143.2% | -5.9% |
| All | +84.8% | +231.1% | -146.2% | -5.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling