+140.0%
AEIS vs WCC
+145.1%
-5.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.0% |
| 7D | -6.9% | -9.9% | +3.0% | +0.1% |
| 30D | -23.2% | -13.4% | -9.8% | -15.0% |
| 3M | -29.5% | -13.5% | -16.0% | -21.4% |
| 6M | -37.9% | -10.6% | -27.3% | -31.4% |
| YTD | +6.0% | +30.1% | -24.1% | -4.3% |
| 1Y | +1.2% | +22.3% | -21.1% | -5.7% |
| 3Y | +150.0% | +130.3% | +19.7% | +60.0% |
| All | +140.0% | +145.1% | -5.1% | +36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling