+176.3%
AEIS vs NWSA
+44.1%
+132.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -1.0% |
| 7D | +6.5% | -3.1% | +9.5% | +7.7% |
| 30D | -9.2% | +4.3% | -13.5% | -10.9% |
| 3M | -8.3% | +9.2% | -17.6% | -13.1% |
| 6M | -6.3% | +21.6% | -27.9% | -17.7% |
| YTD | +36.5% | +14.2% | +22.3% | +24.4% |
| 1Y | +84.8% | +1.8% | +83.0% | +84.1% |
| All | +176.3% | +44.1% | +132.2% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling