+296.4%
WBD vs AEE
+353.0%
-56.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.9% |
| 7D | -0.7% | +1.3% | -2.0% | -1.3% |
| 30D | +5.0% | -1.2% | +6.2% | +5.6% |
| 3M | +6.2% | +1.0% | +5.2% | +5.4% |
| 6M | +0.6% | -2.3% | +2.9% | +1.0% |
| YTD | -2.4% | +9.1% | -11.6% | -7.2% |
| 1Y | +127.7% | +10.6% | +117.1% | +115.0% |
| 3Y | +148.4% | +48.5% | +99.9% | +101.3% |
| 5Y | +4.2% | +39.9% | -35.6% | -14.1% |
| 10Y | +10.8% | +185.7% | -174.9% | -41.3% |
| All | +296.4% | +353.0% | -56.6% | +37.9% |
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