+32.0%
WAT vs AEE
+55.7%
-23.8%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.9% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +9.0% | +9.7% | -0.7% | +5.6% |
| 3M | +13.5% | +5.8% | +7.7% | +11.3% |
| 6M | +35.3% | +4.5% | +30.8% | +32.9% |
| YTD | +24.0% | +15.8% | +8.1% | +16.6% |
| 1Y | +22.0% | +10.8% | +11.2% | +16.7% |
| 3Y | +84.0% | +62.8% | +21.2% | +47.9% |
| All | +32.0% | +55.7% | -23.8% | +6.4% |
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