+87.4%
AEIS vs WCN
-8.7%
+96.1%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +1.6% |
| 7D | +3.0% | -0.6% | +3.6% | +2.5% |
| 30D | -14.6% | +0.4% | -15.1% | -14.3% |
| 3M | -12.4% | +7.3% | -19.8% | -9.7% |
| 6M | -15.0% | -2.5% | -12.5% | -13.8% |
| YTD | +34.3% | -5.4% | +39.7% | +32.7% |
| 1Y | +87.4% | -8.5% | +95.8% | +98.0% |
| All | +87.4% | -8.7% | +96.1% | +98.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 1y: compounded portfolio wealth divided by compounded WCN 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…
1y analysis · Full analysis span regression · 6 months rolling