+521.0%
AEIS vs WCC
+518.6%
+2.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -2.3% |
| 7D | -0.2% | +1.7% | -1.9% | -1.1% |
| 30D | -16.4% | -6.1% | -10.4% | -13.2% |
| 3M | -11.1% | +3.1% | -14.2% | -11.4% |
| 6M | -12.0% | +28.2% | -40.3% | -21.8% |
| YTD | +30.9% | +41.1% | -10.2% | +10.8% |
| 1Y | +74.3% | +61.3% | +13.0% | +36.8% |
| 3Y | +165.2% | +123.6% | +41.5% | +67.5% |
| 5Y | +220.0% | +214.8% | +5.2% | +58.6% |
| All | +521.0% | +518.6% | +2.4% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WCC 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling