-4.5%
WAT vs AEE
+39.8%
-44.3%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.5% | -1.9% |
| 7D | -0.7% | +1.3% | -2.0% | -1.2% |
| 30D | -1.0% | -1.2% | +0.3% | -0.6% |
| 3M | +10.9% | +1.0% | +9.9% | +10.3% |
| 6M | +33.2% | -2.3% | +35.5% | +33.6% |
| YTD | +6.1% | +9.1% | -3.1% | +1.8% |
| 1Y | +30.2% | +10.6% | +19.7% | +24.1% |
| 3Y | +52.9% | +48.5% | +4.4% | +27.5% |
| All | -4.5% | +39.8% | -44.3% | -19.8% |
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