+551.6%
AEIS vs NWSA
+149.4%
+402.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +2.3% | -2.8% | +5.1% | +3.9% |
| 30D | -14.8% | +3.0% | -17.8% | -16.6% |
| 3M | -15.6% | +12.3% | -27.9% | -23.2% |
| 6M | -8.7% | +21.9% | -30.6% | -21.7% |
| YTD | +37.3% | +13.6% | +23.8% | +21.7% |
| 1Y | +80.3% | +0.5% | +79.9% | +71.7% |
| 3Y | +177.9% | +43.8% | +134.2% | +112.1% |
| 5Y | +235.8% | +41.2% | +194.7% | +152.6% |
| All | +551.6% | +149.4% | +402.3% | +220.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling