+2,404.4%
WAB vs AEE
+813.9%
+1,590.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -3.2% | +0.3% | -3.5% | -3.4% |
| 30D | -4.4% | -2.3% | -2.2% | -3.5% |
| 3M | +7.9% | +0.2% | +7.6% | +7.5% |
| 6M | +8.7% | -4.7% | +13.5% | +10.8% |
| YTD | +33.0% | +8.1% | +24.9% | +27.9% |
| 1Y | +46.7% | +8.5% | +38.1% | +40.5% |
| 3Y | +153.0% | +48.9% | +104.1% | +106.2% |
| 5Y | +222.3% | +39.9% | +182.4% | +167.7% |
| 10Y | +291.0% | +186.5% | +104.4% | +119.0% |
| All | +2,404.4% | +813.9% | +1,590.5% | +740.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling