+46.5%
WM vs AEE
+62.8%
-16.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +13.8% | +9.7% | +4.1% | +9.9% |
| 3M | +6.4% | +5.8% | +0.6% | +4.1% |
| 6M | +13.2% | +4.5% | +8.8% | +11.3% |
| YTD | +10.8% | +15.8% | -5.1% | +5.0% |
| 1Y | +20.2% | +10.8% | +9.4% | +15.6% |
| All | +46.5% | +62.8% | -16.3% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling