+87.4%
AEIS vs NWSA
+5.5%
+81.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +1.6% |
| 7D | +3.0% | -1.9% | +4.8% | +2.1% |
| 30D | -14.6% | +4.6% | -19.2% | -12.6% |
| 3M | -12.4% | +13.2% | -25.7% | -5.7% |
| 6M | -15.0% | +27.0% | -42.0% | -8.0% |
| YTD | +34.3% | +16.8% | +17.5% | +46.9% |
| 1Y | +87.4% | +4.5% | +82.9% | +103.4% |
| All | +87.4% | +5.5% | +81.9% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling