+292.2%
WAB vs AEE
+191.1%
+101.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.4% |
| 30D | -4.1% | -2.9% | -1.2% | -3.1% |
| 3M | +8.2% | -2.4% | +10.6% | +9.0% |
| 6M | +15.4% | -2.7% | +18.1% | +16.3% |
| YTD | +33.1% | +7.3% | +25.9% | +29.5% |
| 1Y | +48.1% | +7.5% | +40.5% | +43.7% |
| 3Y | +167.7% | +46.2% | +121.5% | +129.7% |
| 5Y | +225.7% | +39.7% | +186.0% | +182.6% |
| All | +292.2% | +191.1% | +101.1% | +219.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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