+4,801.2%
WAT vs AEE
+892.1%
+3,909.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.8% |
| 7D | +0.6% | +1.7% | -1.1% | 0.0% |
| 30D | +5.4% | +9.7% | -4.3% | +1.8% |
| 3M | +11.3% | +5.9% | +5.4% | +8.8% |
| 6M | +37.4% | +6.7% | +30.7% | +33.6% |
| YTD | +21.2% | +17.4% | +3.8% | +13.3% |
| 1Y | +21.3% | +12.7% | +8.7% | +15.2% |
| 3Y | +83.4% | +68.2% | +15.2% | +48.2% |
| 5Y | +29.0% | +57.3% | -28.3% | +6.2% |
| 10Y | +223.9% | +220.6% | +3.3% | +98.0% |
| All | +4,801.2% | +892.1% | +3,909.0% | +2,198.0% |
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