+335.2%
AEIS vs WCC
+431.3%
-96.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.0% |
| 7D | +11.5% | +9.9% | +1.6% | +5.8% |
| 30D | -15.8% | -8.4% | -7.3% | -10.2% |
| 3M | -33.3% | -10.3% | -23.0% | -27.5% |
| 6M | -35.2% | -10.5% | -24.7% | -28.7% |
| YTD | +5.0% | +32.2% | -27.2% | -6.2% |
| 1Y | +8.5% | +25.5% | -17.1% | -0.5% |
| 3Y | +152.9% | +134.7% | +18.2% | +58.6% |
| 5Y | +144.6% | +139.9% | +4.7% | +41.9% |
| All | +335.2% | +431.3% | -96.1% | +34.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling