+165.1%
WAB vs AEE
+48.1%
+117.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.3% |
| 7D | +0.2% | +1.1% | -0.8% | 0.0% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | +5.6% | -0.9% | +6.6% | +5.8% |
| 6M | +13.8% | -2.4% | +16.2% | +14.3% |
| YTD | +31.9% | +8.6% | +23.2% | +29.2% |
| 1Y | +48.3% | +10.2% | +38.1% | +44.8% |
| All | +165.1% | +48.1% | +117.0% | +146.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling