+161.8%
WAT vs AEE
+191.3%
-29.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -3.2% | -2.0% | -1.2% | -2.6% |
| 3M | +10.6% | -2.8% | +13.4% | +11.5% |
| 6M | +34.0% | -3.6% | +37.6% | +35.1% |
| YTD | +5.7% | +7.3% | -1.6% | +2.4% |
| 1Y | +37.1% | +8.7% | +28.4% | +31.9% |
| 3Y | +52.4% | +46.0% | +6.4% | +30.1% |
| 5Y | -4.4% | +39.8% | -44.2% | -17.5% |
| All | +161.8% | +191.3% | -29.5% | +103.2% |
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 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