+4,914.6%
WAT vs AEE
+879.2%
+4,035.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -0.8% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +9.0% | +9.7% | -0.7% | +5.3% |
| 3M | +13.5% | +5.8% | +7.7% | +11.0% |
| 6M | +35.3% | +4.5% | +30.8% | +32.6% |
| YTD | +24.0% | +15.8% | +8.1% | +16.5% |
| 1Y | +22.0% | +10.8% | +11.2% | +16.5% |
| 3Y | +84.0% | +62.8% | +21.2% | +50.5% |
| 5Y | +34.4% | +56.1% | -21.7% | +10.9% |
| 10Y | +231.4% | +216.4% | +15.0% | +103.6% |
| All | +4,914.6% | +879.2% | +4,035.3% | +2,262.6% |
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