+237.1%
AEIS vs NWSA
+40.1%
+197.0%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +6.5% | -3.1% | +9.5% | +8.1% |
| 30D | -9.2% | +4.3% | -13.5% | -11.5% |
| 3M | -8.3% | +9.2% | -17.6% | -14.6% |
| 6M | -6.3% | +21.6% | -27.9% | -19.0% |
| YTD | +36.5% | +14.2% | +22.3% | +21.7% |
| 1Y | +84.8% | +1.8% | +83.0% | +77.1% |
| 3Y | +176.6% | +44.4% | +132.1% | +111.5% |
| 5Y | +237.1% | +41.0% | +196.1% | +153.0% |
| All | +237.1% | +40.1% | +197.0% | +153.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling