+328.7%
WM vs AEE
+205.5%
+123.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.3% |
| 7D | -0.5% | +2.3% | -2.8% | -1.5% |
| 30D | +13.3% | +11.6% | +1.7% | +7.6% |
| 3M | +4.4% | +5.5% | -1.1% | +1.7% |
| 6M | +10.8% | +6.0% | +4.8% | +7.6% |
| YTD | +9.1% | +16.6% | -7.5% | +1.0% |
| 1Y | +19.1% | +12.1% | +7.1% | +12.4% |
| 3Y | +45.7% | +64.2% | -18.6% | +13.3% |
| 5Y | +60.4% | +59.1% | +1.3% | +25.5% |
| 10Y | +328.7% | +210.2% | +118.5% | +170.6% |
| All | +328.7% | +205.5% | +123.2% | +170.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling