+849.7%
AEIS vs WCC
+1,713.7%
-864.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.9% | -1.5% | +0.6% |
| 7D | +3.0% | +4.5% | -1.5% | +0.9% |
| 30D | -14.6% | -5.8% | -8.9% | -12.1% |
| 3M | -12.4% | -3.7% | -8.8% | -9.9% |
| 6M | -15.0% | +23.1% | -38.0% | -21.4% |
| YTD | +34.3% | +44.2% | -9.9% | +15.8% |
| 1Y | +87.4% | +62.1% | +25.3% | +52.7% |
| 3Y | +139.8% | +121.1% | +18.7% | +64.8% |
| 5Y | +220.7% | +214.0% | +6.8% | +81.0% |
| 10Y | +531.6% | +472.8% | +58.8% | +147.2% |
| All | +849.7% | +1,713.7% | -864.1% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling