+4,259.5%
WAT vs AEE
+813.9%
+3,445.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.3% | +0.3% | -1.6% | -1.4% |
| 30D | +2.3% | -2.3% | +4.6% | +3.2% |
| 3M | +8.7% | +0.2% | +8.5% | +8.4% |
| 6M | +28.3% | -4.7% | +33.1% | +30.0% |
| YTD | +7.8% | +8.1% | -0.3% | +4.0% |
| 1Y | +36.6% | +8.5% | +28.1% | +31.4% |
| 3Y | +45.7% | +48.9% | -3.2% | +23.1% |
| 5Y | -3.3% | +39.9% | -43.2% | -16.9% |
| 10Y | +162.1% | +186.5% | -24.4% | +66.9% |
| All | +4,259.5% | +813.9% | +3,445.6% | +2,008.9% |
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 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