-12.0%
WWD vs AEE
-2.2%
-9.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | -0.3% |
| 7D | +0.6% | +1.1% | -0.4% | +0.3% |
| 30D | -5.1% | 0.0% | -5.1% | -5.1% |
| 3M | -11.2% | -0.9% | -10.3% | -11.4% |
| 6M | -12.0% | -2.4% | -9.6% | -12.3% |
| All | -12.0% | -2.2% | -9.8% | -12.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling