+551.6%
AEIS vs WCN
+235.9%
+315.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.2% | +4.7% | +4.8% |
| 7D | +2.3% | -3.1% | +5.4% | +4.0% |
| 30D | -14.8% | -3.4% | -11.4% | -13.4% |
| 3M | -15.6% | +3.0% | -18.6% | -18.8% |
| 6M | -8.7% | -3.8% | -5.0% | -9.3% |
| YTD | +37.3% | -8.3% | +45.6% | +39.8% |
| 1Y | +80.3% | -9.7% | +90.1% | +84.1% |
| 3Y | +177.9% | +17.2% | +160.8% | +124.9% |
| 5Y | +235.8% | +25.3% | +210.5% | +150.4% |
| All | +551.6% | +235.9% | +315.7% | +160.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling