+222.9%
WAB vs AEE
+39.2%
+183.7%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -0.9% | -1.2% |
| 7D | +0.2% | +1.1% | -0.8% | -0.1% |
| 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% | +14.5% |
| YTD | +31.9% | +8.6% | +23.2% | +27.8% |
| 1Y | +48.3% | +10.2% | +38.1% | +42.8% |
| 3Y | +167.1% | +47.8% | +119.3% | +129.9% |
| 5Y | +222.9% | +40.1% | +182.8% | +182.9% |
| All | +222.9% | +39.2% | +183.7% | +182.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling