+62.1%
WM vs AEE
+56.1%
+6.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +1.2% | +0.6% | +0.5% | +0.9% |
| 30D | +15.2% | +8.8% | +6.4% | +11.1% |
| 3M | +8.3% | +5.1% | +3.3% | +6.0% |
| 6M | +13.1% | +5.2% | +8.0% | +10.6% |
| YTD | +12.5% | +16.1% | -3.5% | +5.1% |
| 1Y | +21.8% | +10.4% | +11.3% | +16.2% |
| 3Y | +48.8% | +63.1% | -14.4% | +19.3% |
| 5Y | +62.1% | +55.6% | +6.5% | +30.9% |
| All | +62.1% | +56.1% | +6.0% | +30.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling